An Asymtotic Theory of Bayesian Inference for Time Series (Q5690043): Difference between revisions

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Latest revision as of 21:36, 19 March 2024

scientific article; zbMATH DE number 966706
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English
An Asymtotic Theory of Bayesian Inference for Time Series
scientific article; zbMATH DE number 966706

    Statements

    An Asymtotic Theory of Bayesian Inference for Time Series (English)
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    29 May 1997
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    autoregression
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    Bayesian data measure
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    data density process
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    Doleans exponential
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    martingale
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    posterior process
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    prior density
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    quadratic variation process
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    unit root
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    time series
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    discrete time
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    embedding theorem
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    exponential density
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    large sample approximation
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    nonlinear stochastic differential equation
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    Brownian motion
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    likelihood ratios
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    Bayes factors
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    continuous time
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