57 citations · 224 across the 9 of their papers we have counts for
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math.ST2013★ 5 cited
Optimal two-stage procedures for estimating location and size of the maximum of a multivariate regression function
Eduard Belitser, Subhashis Ghosal, Harry van Zanten
We propose a two-stage procedure for estimating the location $\boldsμ$ and size M of the maximum of a smooth d-variate regression function f. In the first stage, a preliminary esti…
math.ST2013★ 28 cited
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
Frank van der Meulen, Harry van Zanten
We study Bayes procedures for the problem of nonparametric drift estimation for one-dimensional, ergodic diffusion models from discrete-time, low-frequency data. We give conditions…