Nonparametric Bayesian methods for one-dimensional diffusion models
van Zanten, Harry
Original · EN
In this paper we review recently developed methods for nonparametric Bayesian inference for one-dimensional diffusion models. We discuss different possible prior distributions, computational issues, and asymptotic results.
English translation
This paper has no Arabic translation yet. Be the first: it takes a few seconds, and the result is stored for every future reader.