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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.
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
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        Value: 10.1007/s00440-024-01317-w
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        Text: English
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              Text: Feb2025
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              Y: 2025
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