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Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
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Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient

S. Gugushvili
Frank van der Meulen
Moritz Schauer
Peter Spreij
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Papers citing "Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient"

5 / 5 papers shown
Title
Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
Denis Belomestny
Frank van der Meulen
Peter Spreij
17
0
0
12 May 2023
Nonparametric Bayesian inference of discretely observed diffusions
Nonparametric Bayesian inference of discretely observed diffusions
J. Croix
Masoumeh Dashti
I. Kiss
9
1
0
09 Apr 2020
Nonparametric Bayesian volatility learning under microstructure noise
Nonparametric Bayesian volatility learning under microstructure noise
S. Gugushvili
Frank van der Meulen
Moritz Schauer
Peter Spreij
21
2
0
15 May 2018
Nonparametric Bayesian volatility estimation
Nonparametric Bayesian volatility estimation
S. Gugushvili
Frank van der Meulen
Moritz Schauer
Peter Spreij
54
6
0
30 Jan 2018
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
68
44
0
12 Mar 2014