Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674)
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English | Consistency of Bayesian nonparametric inference for discretely observed jump diffusions |
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Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (English)
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14 June 2019
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Bayesian statistics
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Dirichlet mixture model prior
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discrete net prior
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jump diffusion
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nonparametric inference
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posterior consistency
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