Reversible jump MCMC for nonparametric drift estimation for diffusion processes

Author(s):: Meulen, F. van der; Schauer, M.R.; Zanten, H. van

Published: 2014
Publication type: Article / Letter to editor

Date issued: 2014
Is part of: Computational Statistics and Data Analysis (2014), Vol. 71, p. 615-632
hdl: 1887/56338
URL: https://arxiv.org/abs/1206.4910