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"Reversible jump MCMC for nonparametric drift estimation for diffusion ..."

Frank van der Meulen, Moritz Schauer, Harry van Zanten (2014)

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DOI: 10.1016/J.CSDA.2013.03.002

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - https://dblp.org/rec/journals/csda/MeulenSZ14
Frank van der Meulen, Moritz Schauer, Harry van Zanten:
Reversible jump MCMC for nonparametric drift estimation for diffusion processes. Comput. Stat. Data Anal. 71: 615-632 (2014)

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