Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation
arXiv:1409.2767 · doi:10.1051/ps/2016008
Abstract
We derive the posteror contraction rate for non-parametric Bayesian estimation of a deterministic dispersion coefficient of a linear stochastic differential equation.
11 pages
References in corpus (5)
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- Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation