Reversible jump MCMC for nonparametric drift estimation for diffusion processes

Journal article (2014)

Authors

F.H. van der Meulen Statistics - EEMCS , Applied Probability - EEMCS
M.R. Schauer Statistics - EEMCS
Harry Van Zanten External organisation
Research Group
Statistics (EEMCS) (TU Delft)
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Published Date

2014

Language

English

Reuse Rights

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Statistics