Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (Q783274)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient |
scientific article |
Statements
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient (English)
0 references
12 August 2020
0 references
diffusion coefficient
0 references
Gaussian likelihood
0 references
nonparametric Bayesian estimation
0 references
pseudo-likelihood
0 references
posterior contraction rate
0 references
stochastic differential equation
0 references
volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.92082155
0 references
0.9204781
0 references
0.9153034
0 references
0 references
0.9025645
0 references
0.90115786
0 references
0.90093863
0 references
0.9008651
0 references
