Comment on article by Sancetta

DOI10.1214/12-BA701AMaRDI QIDQ2633897zbMATH OpenFDO

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

Mathematics Subject Classification ID

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)

Cited in

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• Comment on article by Pratola
• Comment on article by Page and Quintana

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