Nonparametric Bayesian methods for one-dimensional diffusion models
Methodology
2013-05-23 v2
Abstract
In this paper we review recently developed methods for nonparametric Bayesian inference for one-dimensional diffusion models. We discuss different possible prior distributions, computational issues, and asymptotic results.
Cite
@article{arxiv.1209.6433,
title = {Nonparametric Bayesian methods for one-dimensional diffusion models},
author = {Harry van Zanten},
journal= {arXiv preprint arXiv:1209.6433},
year = {2013}
}