A new definition of the predictive likelihood
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Publication:1083820
DOI10.1016/0167-7152(87)90065-4zbMath0605.62101MaRDI QIDQ1083820
Ram C. Tiwari, Siddhartha Chib, Sreenivasa Rao Jammalamadaka
Publication date: 1987
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(87)90065-4
predictive likelihood; approximate sufficiency; Bayes prediction density; pth order non-circular autoregression
62M20: Inference from stochastic processes and prediction
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