Comment on article by Sancetta
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Publication:2633897
DOI10.1214/12-BA701AzbMATH Open1330.62114MaRDI QIDQ2633897FDOQ2633897
Authors: Bertrand S. Clarke
Publication date: 5 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1339616722
Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)
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