`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 |
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| default for all languages | No label defined |
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| 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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0.8107573986053467
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0.7862070202827454
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0.7441202402114868
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0.7425975203514099
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