Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
From MaRDI portal
Publication:2419674
DOI10.3150/18-BEJ1050zbMath1466.62381arXiv1506.04709OpenAlexW3099797033WikidataQ127704014 ScholiaQ127704014MaRDI QIDQ2419674
Paul A. Jenkins, Jere Koskela, Dario Spanò
Publication date: 14 June 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.04709
Bayesian statisticsnonparametric inferenceposterior consistencyjump diffusionDirichlet mixture model priordiscrete net prior
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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