Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion

Author: Gugushvili Shota   Spreij Peter  

Publisher: Edp Sciences

E-ISSN: 1262-3318|18|issue|332-341

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2014-10, pp. : 332-341

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Abstract