`Purposely misspecified' posterior inference on the volatility of a jump diffusion process (Q1698256)
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scientific article; zbMATH DE number 6839472
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | `Purposely misspecified' posterior inference on the volatility of a jump diffusion process |
scientific article; zbMATH DE number 6839472 |
Statements
`Purposely misspecified' posterior inference on the volatility of a jump diffusion process (English)
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15 February 2018
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Bernstein-von Mises theorem
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Cramér-Rao lower bound
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credible interval
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Gibbs posterior
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uncertainty quantification
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