van der Meulen, F. H.; van der Vaart, A. W.; van Zanten, J. H. Convergence rates of posterior distributions for Brownian semimartingale models. (English) Zbl 1142.62057 Bernoulli 12, No. 5, 863-888 (2006). MSC: 62M05 62F12 60J65 62F15 60J60 62E20 PDFBibTeX XMLCite \textit{F. H. van der Meulen} et al., Bernoulli 12, No. 5, 863--888 (2006; Zbl 1142.62057) Full Text: DOI
Jongbloed, G.; van der Meulen, F. H.; van der Vaart, A. W. Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 1084.62080 Bernoulli 11, No. 5, 759-791 (2005). MSC: 62M05 60G51 62G05 62M09 60G10 PDFBibTeX XMLCite \textit{G. Jongbloed} et al., Bernoulli 11, No. 5, 759--791 (2005; Zbl 1084.62080) Full Text: DOI