Laplace approximations using \(n^\alpha\)-consistent estimators (Q680390)
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English | Laplace approximations using \(n^\alpha\)-consistent estimators |
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Laplace approximations using \(n^\alpha\)-consistent estimators (English)
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23 January 2018
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asymptotic expansion
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Bayesian analysis
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GARCH model
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Laplace's approximation
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