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Bertrand, P. (1996) Estimation of the Stochastic Volatility of a Diffusion Process I. Comparison of Haar Basis Estimator and Kernel Estimators. INRIA Rocquencourt Technical Report, 2739.

has been cited by the following article:

• TITLE: Dirichlet Brownian Motions

  AUTHORS: Hafedh Faires

  KEYWORDS: Bayesian Model, Brownian Motion, Exchangeability, Gaussian Mixtures

  JOURNAL NAME: Open Journal of Statistics, Vol.4 No.11, December 29, 2014

  ABSTRACT: In this work we introduce a Brownian motion in random environment which is a Brownian constructions by an exchangeable sequence based on Dirichlet processes samples. We next compute a stochastic calculus and an estimation of the parameters is computed in order to classify a functional data.