Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions

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Authors: Richard Nickl, Jakob Söhl

Journal title: The Annals of Statistics

Journal number: 45/4

Journal publisher: Institute of Mathematical Statistics

Published year: 2017

Published pages: 1664-1693

DOI identifier: 10.1214/16-AOS1504

ISSN: 0090-5364