Nonparametric Bayesian inference for ergodic diffusions

Journal of Statistical Planning and Inference

Volumn 139, Issue 12, 2009, Pages 4193-4199

  Panzar, Laura ^a   van Zanten, Harry ^b  

^a Ortec   (Netherlands)

^b EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Ergodic diffusion; Gaussian process prior; Nonparametric Bayesian inference; Rate of posterior contraction

Indexed keywords

EID: 69249215134     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2009.06.003     Document Type: Article

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