Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion∗. (3rd October 2014)
- Record Type:
- Journal Article
- Title:
- Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion∗. (3rd October 2014)
- Main Title:
- Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion∗
- Authors:
- Gugushvili, Shota
Spreij, Peter - Abstract:
- <abstract abstract-type="normal" xml:lang="en"> <title> <x content-type="archive" xml:space="preserve">Abstract</x> </title> <p>We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coefficient of a time-inhomogeneous Brownian motion.</p> </abstract>
- Is Part Of:
- ESAIM. Volume 18(2014)
- Journal:
- ESAIM
- Issue:
- Volume 18(2014)
- Issue Display:
- Volume 18, Issue 2014 (2014)
- Year:
- 2014
- Volume:
- 18
- Issue:
- 2014
- Issue Sort Value:
- 2014-0018-2014-0000
- Page Start:
- 332
- Page End:
- 341
- Publication Date:
- 2014-10-03
- Subjects:
- Probabilities -- Periodicals
Mathematical statistics -- Periodicals
519.2 - Journal URLs:
- http://www.esaim-ps.org/action/displayJournal?jid=PSS ↗
http://www.edpsciences.org/ps/ ↗
http://www.emath.fr/Maths/Ps/ps.html ↗ - DOI:
- 10.1051/ps/2013039 ↗
- Languages:
- English
- ISSNs:
- 1292-8100
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD Digital store
- Ingest File:
- 4376.xml