Consistency of Bayesian nonparametric inference for discretely observed jump diffusions

Lookup NU author(s): Dr Jere Koskela ORCiD

Author(s): Koskela J, Spanò D, Jenkins PA

Publication type: Article

Publication status: Published

Journal: Bernoulli

Year: 2019

Volume: 25

Issue: 3

Pages: 2183-2205

Print publication date: 01/08/2019

Online publication date: 12/06/2019

Acceptance date: 14/06/2018

Date deposited: 05/08/2023

ISSN (print): 1350-7265

ISSN (electronic): 1573-9759

Publisher: International Statistical Institute

URL: https://doi.org/10.3150/18-BEJ1050

DOI: 10.3150/18-BEJ1050

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