martin.ouyang.ea:18:purposely¶
BibTeX Entry:
@article{martin.ouyang.ea:18:purposely,
author = {Martin, Ryan and Ouyang, Cheng and Domagni, Francois},
doi = {10.1016/j.spl.2017.10.013},
fjournal = {Statistics \& Probability Letters},
issn = {0167-7152},
journal = {Statist. Probab. Lett.},
mrclass = {62F15 (60J60 60J75)},
mrnumber = {3758588},
pages = {106--113},
title = {`{P}urposely misspecified' posterior inference on the volatility of a jump diffusion process},
url = {https://doi.org/10.1016/j.spl.2017.10.013},
volume = {134},
year = {2018}
}