Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data: Bayesian high frequency diffusions: M. Hoffmann, K. Ray.
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| Title: | Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data: Bayesian high frequency diffusions: M. Hoffmann, K. Ray. |
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| Authors: | Hoffmann, Marc1,2 (AUTHOR) hoffmann@ceremade.dauphine.fr, Ray, Kolyan3 (AUTHOR) kolyan.ray@imperial.ac.uk |
| Source: | Probability Theory & Related Fields. Feb2025, Vol. 191 Issue 1, p103-180. 78p. |
| Database: | Academic Search Ultimate |
| ISSN: | 01788051 |
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| DOI: | 10.1007/s00440-024-01317-w |
