Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations
Year of publication: |
2014
|
---|---|
Authors: | Uchida, Masayuki ; Yoshida, Nakahiro |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 17.2014, 2, p. 181-219
|
Publisher: |
Springer |
Subject: | Convergence of moments | Discrete time observations | Bayes type estimator | Stochastic differential equation | Primary 62F12 | Secondary 60J60 |
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