Parameter estimation of stochastic differential equation : Bayesian regression
Non-parametric modeling is a method which relies heavily on data and motivated by the smoothness properties in estimating a function which involves spline and non-spline approaches. Spline approach consists of regression spline and smoothing spline. Regression spline with Bayesian approach is consid...
Main Authors: | , , , |
---|---|
Format: | Article |
Published: |
2010
|
Subjects: |