Articles citing this article

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Cited article:

A ridge estimator of the drift from discrete repeated observations of the solution of a stochastic differential equation

Christophe Denis, Charlotte Dion-Blanc and Miguel Martinez
Bernoulli 27 (4) (2021)
https://doi.org/10.3150/21-BEJ1327

Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient

Shota Gugushvili, Frank van der Meulen, Moritz Schauer and Peter Spreij
Brazilian Journal of Probability and Statistics 34 (3) (2020)
https://doi.org/10.1214/19-BJPS433

Nonparametric Bayesian Volatility Estimation

Shota Gugushvili, Frank van der Meulen, Moritz Schauer and Peter Spreij
SSRN Electronic Journal (2018)
https://doi.org/10.2139/ssrn.3113288

Posterior Concentration Rates for Counting Processes with Aalen Multiplicative Intensities

Sophie Donnet, Vincent Rivoirard, Judith Rousseau and Catia Scricciolo
Bayesian Analysis 12 (1) (2017)
https://doi.org/10.1214/15-BA986