`Purposely misspecified' posterior inference on the volatility of a jump diffusion process (Q1698256): Difference between revisions

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+Testing for jumps in a discretely observed process
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+Is Brownian motion necessary to model high-frequency data?
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+Q5495335
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+A General Framework for Updating Belief Distributions
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+Q2845921
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+Gibbs posterior for variable selection in high-dimensional classification and data mining
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+The Bernstein-von Mises theorem under misspecification
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+Martingale methods in financial modelling.
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+Q3549479
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+Full Bayesian Analysis for a Class of Jump-Diffusion Models
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+Asymptotic Statistics
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+Information-theoretic upper and lower bounds for statistical estimation
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