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arXiv 1409.2767math.STstat.TH

Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation

Shota Gugushvili, Peter Spreij

英文摘要:

We derive the posteror contraction rate for non-parametric Bayesian estimation of a deterministic dispersion coefficient of a linear stochastic differential equation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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