Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
Crossref DOI link: https://doi.org/10.1007/s00440-024-01317-w
Published Online: 2024-10-07
Published Print: 2025-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hoffmann, Marc
Ray, Kolyan
Text and Data Mining valid from 2024-10-07
Version of Record valid from 2024-10-07
Article History
Received: 23 November 2022
Revised: 1 August 2024
Accepted: 3 September 2024
First Online: 7 October 2024
Declarations
:
: The authors declare that they have no conflict of interest.