Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs
Year of publication: |
2013
|
---|---|
Authors: | Pokern, Y. ; Stuart, A.M. ; van Zanten, J.H. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 2, p. 603-628
|
Publisher: |
Elsevier |
Subject: | Stochastic differential equation | Nonparametric Bayesian estimation | Posterior consistency |
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