Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation

Author: Gugushvili Shota   Spreij Peter  

Publisher: Edp Sciences

E-ISSN: 1262-3318|20|issue|143-153

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.20, Iss.issue, 2016-07, pp. : 143-153

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Abstract