Reversible jump MCMC for nonparametric drift estimation for diffusion processes

FH van der Meulen, MR Schauer, H van Zanten

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	615-632
Number of pages	18
Journal	Computational Statistics & Data Analysis
Volume	71
DOIs	https://doi.org/10.1016/j.csda.2013.03.002
Publication status	Published - 2014

Access to Document

@article{0a2270a6dcb14b5ebb468d1f8783481d,

title = "Reversible jump MCMC for nonparametric drift estimation for diffusion processes",

author = "{van der Meulen}, FH and MR Schauer and {van Zanten}, H",

year = "2014",

doi = "10.1016/j.csda.2013.03.002",

language = "English",

volume = "71",

pages = "615--632",

journal = "Computational Statistics & Data Analysis",

issn = "0167-9473",

publisher = "Elsevier",

}

TY - JOUR

T1 - Reversible jump MCMC for nonparametric drift estimation for diffusion processes

AU - van der Meulen, FH

AU - Schauer, MR

AU - van Zanten, H

PY - 2014

Y1 - 2014

U2 - 10.1016/j.csda.2013.03.002

DO - 10.1016/j.csda.2013.03.002

M3 - Article

SN - 0167-9473

VL - 71

SP - 615

EP - 632

JO - Computational Statistics & Data Analysis

JF - Computational Statistics & Data Analysis

ER -