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Reversible jump MCMC for nonparametric drift estimation for diffusion processes. / van der Meulen, FH; Schauer, MR; van Zanten, H.

In: Computational Statistics & Data Analysis, Vol. 71, 2014, p. 615-632.

Research output: Contribution to journalArticleScientificpeer-review

Harvard

van der Meulen, FH, Schauer, MR & van Zanten, H 2014, 'Reversible jump MCMC for nonparametric drift estimation for diffusion processes' Computational Statistics & Data Analysis, vol. 71, pp. 615-632. https://doi.org/10.1016/j.csda.2013.03.002

APA

van der Meulen, FH., Schauer, MR., & van Zanten, H. (2014). Reversible jump MCMC for nonparametric drift estimation for diffusion processes. Computational Statistics & Data Analysis, 71, 615-632. https://doi.org/10.1016/j.csda.2013.03.002

Vancouver

Author

van der Meulen, FH ; Schauer, MR ; van Zanten, H. / Reversible jump MCMC for nonparametric drift estimation for diffusion processes. In: Computational Statistics & Data Analysis. 2014 ; Vol. 71. pp. 615-632.

BibTeX

@article{0a2270a6dcb14b5ebb468d1f8783481d,
title = "Reversible jump MCMC for nonparametric drift estimation for diffusion processes",
author = "{van der Meulen}, FH and MR Schauer and {van Zanten}, H",
year = "2014",
doi = "10.1016/j.csda.2013.03.002",
language = "English",
volume = "71",
pages = "615--632",
journal = "Computational Statistics & Data Analysis",
issn = "0167-9473",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Reversible jump MCMC for nonparametric drift estimation for diffusion processes

AU - van der Meulen, FH

AU - Schauer, MR

AU - van Zanten, H

PY - 2014

Y1 - 2014

U2 - 10.1016/j.csda.2013.03.002

DO - 10.1016/j.csda.2013.03.002

M3 - Article

VL - 71

SP - 615

EP - 632

JO - Computational Statistics & Data Analysis

T2 - Computational Statistics & Data Analysis

JF - Computational Statistics & Data Analysis

SN - 0167-9473

ER -

ID: 2203505