Nonparametric Bayesian Inference for Stochastic Processes with Piecewise Constant Priors
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-47417-0_28
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2. Belomestny, D., Gugushvili, S., Schauer, M., Spreij, P.: Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations. Bernoulli 28(4), 2151–2180 (2022). DOI https://doi.org/10.3150/21-BEJ1413. URL https://doi.org/https://doi.org/10.3150/21-BEJ1413
3. Belomestny, D., Gugushvili, S., Schauer, M., Spreij, P.: Weak solutions to gamma-driven stochastic differential equations. Indagationes Mathematicae 34(4), 820–829 (2023). DOI https://doi.org/10.1016/j.indag.2023.03.004. URL https://doi.org/https://doi.org/10.1016/j.indag.2023.03.004
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