CaltechAUTHORS
  A Caltech Library Service

Items where Person is "Pokern-Yvo"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item Type | First Author | No Grouping
Jump to: 2013 | 2012 | 2009
Number of items: 6.

2013

Pokern, Y. and Stuart, A. M. and van Zanten, J. H. (2013) Posterior consistency via precision operators for Bayesian nonparametric drift estimation in SDEs. Stochastic Processes and their Applications, 123 (2). pp. 603-628. ISSN 0304-4149. https://resolver.caltech.edu/CaltechAUTHORS:20160727-175235615

2012

Papaspiliopoulos, Omiros and Pokern, Yvo and Roberts, Gareth O. et al. (2012) Nonparametric estimation of diffusions: a differential equations approach. Biometrika, 99 (3). pp. 511-531. ISSN 1464-3510. https://resolver.caltech.edu/CaltechAUTHORS:20160728-152807075

Pavliotis, Grigorios A. and Pokern, Yvo and Stuart, Andrew M. (2012) Parameter estimation for multiscale diffusions: an overview. In: Statistical Methods for Stochastic Differential Equations. Chapman and Hall/CRC , Boca Raton, FL, pp. 429-472. ISBN 978-1-4398-4940-8. https://resolver.caltech.edu/CaltechAUTHORS:20161111-105740878

2009

Pokern, Yvo and Stuart, Andrew M. and Vanden-Eijnden, Eric (2009) Remarks on Drift Estimation for Diffusion Processes. Multiscale Modeling and Simulation, 8 (1). pp. 69-95. ISSN 1540-3459. https://resolver.caltech.edu/CaltechAUTHORS:20160805-152349945

Pokern, Yvo and Stuart, Andrew M. and Wiberg, Petter (2009) Parameter estimation for partially observed hypo-elliptic diffusions. Journal of the Royal Society: Series B (Statistical Methodology), 71 (1). pp. 49-73. ISSN 1467-9868. https://resolver.caltech.edu/CaltechAUTHORS:20161108-165631300

Pokern, Yvo and Stuart, Andrew M. and Wiberg, Petter (2009) Parameter estimation for partially observed hypoelliptic diffusions. Statistical Methodology, 71 (1). pp. 49-73. ISSN 1467-9868. https://resolver.caltech.edu/CaltechAUTHORS:20160805-155341773

This list was generated on Tue Aug 4 05:04:50 2020 PDT.