Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (Q379990): Difference between revisions
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Latest revision as of 15:51, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process |
scientific article |
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Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (English)
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11 November 2013
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large deviation principle
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spectral density
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divergence
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relative entropy
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