‘Purposely misspecified’ posterior inference on the...

Statistics & Probability Letters 2018 / 03 Vol. 134

‘Purposely misspecified’ posterior inference on the volatility of a jump diffusion process

Martin, Ryan, Ouyang, Cheng, Domagni, Francois
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Volume:
134
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2017.10.013
Date:
March, 2018
File:
PDF, 426 KB
english, 2018
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