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"Reversible jump MCMC for nonparametric drift estimation for diffusion ..."
Frank van der Meulen, Moritz Schauer, Harry van Zanten (2014)
- Frank van der Meulen, Moritz Schauer, Harry van Zanten:
Reversible jump MCMC for nonparametric drift estimation for diffusion processes. Comput. Stat. Data Anal. 71: 615-632 (2014)
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