On the asymptotic stability of the intrinsic and fractional Bayes factors for testing some diffusion models (Q1868268)
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scientific article; zbMATH DE number 1901347
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| English | On the asymptotic stability of the intrinsic and fractional Bayes factors for testing some diffusion models |
scientific article; zbMATH DE number 1901347 |
Statements
On the asymptotic stability of the intrinsic and fractional Bayes factors for testing some diffusion models (English)
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27 April 2003
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fractional Bayes factor
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Girsanov formula
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intrinsic Bayes factor
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Jeffreys prior
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local asymptotic normality
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mean-reversion
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Wiener process
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0.7838709354400635
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0.7573562860488892
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0.7571998238563538
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0.755459725856781
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