2024-03-28T08:29:35Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6839472
2018-02-15T13:54:00Z
60
62
Martin, Ryan; Ouyang, Cheng; Domagni, Francois
2018
6839472
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06839472
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Stat. Probab. Lett. 134, 106-113 (2018).
62M02; 62F12; 62F15; 62F25; 60J76; 60J60
`Purposely misspecified' posterior inference on the volatility of a jump diffusion process
j