Nonparametric Bayesian inference for ergodic diffusions
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Publication:730843
DOI10.1016/J.JSPI.2009.06.003zbMATH Open1183.62144OpenAlexW2117935370MaRDI QIDQ730843FDOQ730843
Authors: Laura Panzar, Harry van Zanten 
Publication date: 1 October 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2009.06.003
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Cited In (22)
- Nonparametric Bayesian inference for reversible multidimensional diffusions
- Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
- Flexible Bayesian inference for diffusion processesusing splines
- Gaussian process methods for one-dimensional diffusions: optimal rates and adaptation
- Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations
- Nonparametric Bayesian posterior contraction rates for scalar diffusions with high-frequency data
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
- Nonparametric Bayesian methods for one-dimensional diffusion models
- Parametric inference for discretely observed non-ergodic diffusions
- Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes
- Parametric estimation from approximate data: non-Gaussian diffusions
- Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs
- Parametric inference for hypoelliptic ergodic diffusions with full observations
- Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
- Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion
- Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors
- Nonparametric estimation of diffusions: a differential equations approach
- Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
- Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions
- Empirical likelihood-based inference for nonparametric recurrent diffusions
- Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
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