An Asymtotic Theory of Bayesian Inference for Time Series (Q5690043): Difference between revisions
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Revision as of 22:53, 5 March 2024
scientific article; zbMATH DE number 966706
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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