Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion
| Authors | |
|---|---|
| Publication date | 2014 |
| Journal | ESAIM-Probability and Statistics |
| Volume | Issue number | 18 |
| Pages (from-to) | 332-341 |
| Organisations |
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| Abstract |
We establish posterior consistency for non-parametric Bayesian estimation of the dispersion coefficient of a time-inhomogeneous Brownian motion. |
| Document type | Article |
| Language | English |
| Published at | https://doi.org/10.1051/ps/2013039 |
| Downloads |
Gugushvili_Spreij_ESAIM-PS_18_2014
(Final published version)
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