Reversible jump MCMC for nonparametric drift estimation for diffusion processes
Journal Article
(2014)
Author(s)
Frank Van Der Meulen (TU Delft - Applied Probability, TU Delft - Statistics)
M.R. Schauer (TU Delft - Statistics)
H. Van Zanten (External organisation)
Research Group
Statistics
DOI related publication
https://doi.org/10.1016/j.csda.2013.03.002
To reference this document use:
https://resolver.tudelft.nl/uuid:0a2270a6-dcb1-4b5e-bb46-8d1f8783481d
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Publication Year
2014
Language
English
Research Group
Statistics
Volume number
71
Pages (from-to)
615-632
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