4. Mathematics
  5. Statistics Theory

Harry van Zanten

Mathematics – Statistics Theory

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Bayesian inference with rescaled Gaussian process priors

Mathematics – Statistics Theory
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Donsker theorems for diffusions: Necessary and sufficient conditions

Mathematics – Probability
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Krein's spectral theory and the Paley-Wiener expansion for fractional Brownian motion

Mathematics – Probability
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Nonparametric methods for volatility density estimation

Statistics – Methodology
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Nonparametric Volatility Density Estimation

Mathematics – Statistics Theory
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