Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process (Q379990)
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scientific article; zbMATH DE number 6225142
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| English | Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process |
scientific article; zbMATH DE number 6225142 |
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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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0.87992984
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0.87970066
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0.8757248
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0.86933154
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0.8672577
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0.86652267
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0.86595833
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