Test to distinguish a Brownian motion from a Brownian bridge using Pólya tree process (Q618022)
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scientific article; zbMATH DE number 5836645
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| English | Test to distinguish a Brownian motion from a Brownian bridge using Pólya tree process |
scientific article; zbMATH DE number 5836645 |
Statements
Test to distinguish a Brownian motion from a Brownian bridge using Pólya tree process (English)
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14 January 2011
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Bayes factor
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non-subjective prior
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non-parametric Bayes
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Tierney-Kadane approximation
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0.7666711211204529
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0.7571580410003662
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0.7392151355743408
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0.733706533908844
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0.7295151352882385
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