Reversible jump MCMC for nonparametric drift estimation for diffusion processes

FH van der Meulen, MR Schauer, H van Zanten

Research output: Contribution to journalArticleScientificpeer-review

18 Citations (Scopus)
Original languageEnglish
Pages (from-to)615-632
Number of pages18
JournalComputational Statistics & Data Analysis
Volume71
DOIs
Publication statusPublished - 2014

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