Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs

Stochastic Processes and their Applications

Volumn 123, Issue 2, 2013, Pages 603-628

  Pokern, Y ^a   Stuart, A M ^b   Zanten, J H Van ^c  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

^c UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Nonparametric Bayesian estimation; Posterior consistency; Stochastic differential equation

Indexed keywords

CONTINUOUS TIME SYSTEMS; DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

BAYESIAN APPROACHES; DIFFERENTIAL FORMS; DRIFT ESTIMATIONS; FUNCTIONAL LIMIT THEOREM; NON-PARAMETRIC BAYESIAN; NON-PARAMETRIC ESTIMATIONS; POSTERIOR CONSISTENCY; STOCHASTIC DIFFERENTIAL EQUATIONS;

BAYESIAN NETWORKS;

EID: 84869108779     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2012.08.010     Document Type: Article

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