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Fingerprint Dive into the research topics where F.H. van der Meulen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output

Bayesian wavelet de-noising with the caravan prior

Gugushvili, S., van der Meulen, F., Schauer, M. & Spreij, P., 3 Jan 2020, In : ESAIM - Probability and Statistics. 23 (2019), p. 947-978 32 p.

Research output: Contribution to journalArticleScientificpeer-review

Nonparametric Bayesian estimation of a Holder continuous diffusion coefficient

Gugushvili, S., van der Meulen, F., Schauer, M. & Spreij, P., Aug 2020, In : Brazilian Journal of Probability and Statistics. 34, 3, p. 537-579 43 p.

Research output: Contribution to journalArticleScientificpeer-review

Simulation of elliptic and hypo-elliptic conditional diffusions

Bierkens, J., van der Meulen, F. & Schauer, M., 2020, In : Advances in Applied Probability. 52, 1, p. 173-212 40 p.

Research output: Contribution to journalArticleScientificpeer-review

  • Decompounding discrete distributions: A nonparametric Bayesian approach

    Gugushvili, S., Mariucci, E. & van der Meulen, F., 2019, In : Scandinavian Journal of Statistics. p. 1-29 29 p.

    Research output: Contribution to journalArticleScientificpeer-review

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    Nonparametric Bayesian Volatility Estimation

    Gugushvili, S., van der Meulen, F., Schauer, M. & Spreij, P., 2019, 2017 MATRIX Annals. Wood, D., de Gier, J., Praeger, C. & Tao, T. (eds.). Cham: Springer, p. 279-302 24 p. (MATRIX Book Series book series; vol. 2).

    Research output: Chapter in Book/Conference proceedings/Edited volumeChapterScientific