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Nonparametric Bayesian methods for one-dimensional diffusion models
| Content Provider | Semantic Scholar |
|---|---|
| Author | Zanten, Harry Van |
| Copyright Year | 2012 |
| Abstract | 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. |
| Starting Page | 215 |
| Ending Page | 222 |
| Page Count | 8 |
| File Format | PDF HTM / HTML |
| DOI | 10.1016/j.mbs.2013.03.008 |
| Volume Number | 243 |
| Alternate Webpage(s) | https://arxiv.org/pdf/1209.6433v2.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |