Reversible jump MCMC for nonparametric drift estimation for diffusion processes

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

Original language	Undefined/Unknown
Journal	Computational Statistics and Data Analysis
DOIs	https://doi.org/10.1016/j.csda.2013.03.002
Publication status	Published - 2014

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@article{6e893fe41f9845ea84ade792828aca40,

title = "Reversible jump MCMC for nonparametric drift estimation for diffusion processes",

author = "\{Van Der Meulen\}, F. and M. Schauer and \{Van Zanten\}, H.",

year = "2014",

doi = "10.1016/j.csda.2013.03.002",

language = "Undefined/Unknown",

journal = "Computational Statistics and Data Analysis",

issn = "0167-9473",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Reversible jump MCMC for nonparametric drift estimation for diffusion processes

AU - Van Der Meulen, F.

AU - Schauer, M.

AU - Van Zanten, H.

PY - 2014

Y1 - 2014

UR - https://www.scopus.com/pages/publications/84889079610

U2 - 10.1016/j.csda.2013.03.002

DO - 10.1016/j.csda.2013.03.002

M3 - Article

SN - 0167-9473

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

ER -