Pokern, Y and Stuart, AM and van Zanten, JH (2013) Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs. STOCHASTIC PROCESSES AND THEIR APPLICATIONS , 123 (2) 603 - 628. 10.1016/j.spa.2012.08.010.
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| Type: | Article |
|---|---|
| Title: | Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs |
| DOI: | 10.1016/j.spa.2012.08.010 |
| Keywords: | Stochastic differential equation, Nonparametric Bayesian estimation, Posterior consistency |
| UCL classification: | UCL > School of BEAMS > Faculty of Maths and Physical Sciences > Statistical Science |
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