Superharmonic priors for autoregressive models (Q1713656)

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Superharmonic priors for autoregressive models
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    Superharmonic priors for autoregressive models (English)
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    28 January 2019
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    Jeffreys prior
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    superharmonic priors
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    autoregressive models
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    noninformative priors
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    Kullback-Leibler divergence
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    Fisher metric
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    Bayesian time series analysis
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    Riemannian manifold
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