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Consistent nonparametric Bayesian inference for discretely observed scalar diffusions

Consistent nonparametric Bayesian inference for discretely observed scalar diffusions

Frank van der Meulen
Harry Van Zanten
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Papers citing "Consistent nonparametric Bayesian inference for discretely observed scalar diffusions"

2 / 2 papers shown
Title
Rates of contraction of posterior distributions based on Gaussian process priors
Rates of contraction of posterior distributions based on Gaussian process priors
Van der Vaart
V. Zanten
178
427
0
18 Jun 2008
Convergence rates of posterior distributions for noniid observations
Convergence rates of posterior distributions for noniid observations
S. Ghosal
A. van der Vaart
277
395
0
03 Aug 2007