Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

F. van der Meulen; M. Schauer

doi:10.1214/17-EJS1290

Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

Mathematics

Research output: Contribution to Journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	2358-2396
Journal	Electronic Journal of Statistics
Volume	11
Issue number	1
DOIs	https://doi.org/10.1214/17-EJS1290
Publication status	Published - 2017

Funding

This work was partly supported by the Netherlands Organisation for Scientific Research (NWO) under the research programme “Foundations of nonparametric Bayes procedures”, 639.033.110 and by the ERC Advanced Grant “Bayesian Statistics in Infinite Dimensions”, 320637.

Funders	Funder number
European Research Council	320637
Nederlandse Organisatie voor Wetenschappelijk Onderzoek	639.033.110

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Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals

Funding

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