Nonparametric Bayesian inference for ergodic diffusions
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Cites work
- scientific article; zbMATH DE number 51724 (Why is no real title available?)
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- scientific article; zbMATH DE number 3633568 (Why is no real title available?)
- scientific article; zbMATH DE number 3206627 (Why is no real title available?)
- Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Adaptive drift estimation for nonparametric diffusion model.
- Convergence rates for posterior distributions and adaptive estimation
- Convergence rates of posterior distributions for Brownian semimartingale models
- Convergence rates of posterior distributions for non iid observations
- Convergence rates of posterior distributions.
- Lower bounds for posterior rates with Gaussian process priors
- Misspecification in infinite-dimensional Bayesian statistics
- Nonparametric Bayesian model selection and averaging
- Nonparametric Identification for Diffusion Processes
- Nonparametric estimation of the drift coefficient in the diffusion equation
- On properties of estimators in nonregular situations for Poisson processes
- On the consistency of Bayes estimates
- On uniform laws of large numbers for ergodic diffusions and consistency of estimators
- Rates of contraction of posterior distributions based on Gaussian process priors
- Rates of convergence and asymptotic normality of kernel estimators for ergodic diffusion processes
- Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes
- Sharp adaptive estimation of the drift function for ergodic diffusions
Cited in
(22)- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
- Nonparametric Bayesian inference for reversible multidimensional diffusions
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
- Parametric inference for hypoelliptic ergodic diffusions with full observations
- Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion
- Parametric inference for discretely observed non-ergodic diffusions
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
- Nonparametric Bayesian methods for one-dimensional diffusion models
- Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
- Nonparametric estimation of diffusions: a differential equations approach
- Flexible Bayesian inference for diffusion processesusing splines
- Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
- Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
- Parametric estimation from approximate data: non-Gaussian diffusions
- Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs
- Empirical likelihood-based inference for nonparametric recurrent diffusions
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
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