The following pages link to Frank H. van der Meulen (Q1020979):
Displaying 9 items.
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968) (← links)
- Convergence rates of posterior distributions for Brownian semimartingale models (Q882885) (← links)
- Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823) (← links)
- Reversible jump MCMC for nonparametric drift estimation for diffusion processes (Q1621341) (← links)
- A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
- A piecewise deterministic Monte Carlo method for diffusion bridges (Q2058759) (← links)
- Sticky PDMP samplers for sparse and local inference problems (Q2104011) (← links)
- Decompounding discrete distributions: A nonparametric Bayesian approach (Q5118466) (← links)
- Simulating conditioned diffusions on manifolds (Q6525262) (← links)