A superharmonic prior for the autoregressive process of the second-order
DOI10.1111/J.1467-9892.2007.00561.XzbMATH Open1199.62018OpenAlexW2051960020MaRDI QIDQ3552832FDOQ3552832
Authors: Fuyuhiko Tanaka, Fumiyasu Komaki 
Publication date: 22 April 2010
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2007.00561.x
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- Simultaneous prediction of independent Poisson observables
- Improved minimax predictive densities under Kullback-Leibler loss
- Shrinkage priors for Bayesian prediction
- A shrinkage predictive distribution for multivariate normal observables
- Differential geometry of a parametric family of invertible linear systems—Riemannian metric, dual affine connections, and divergence
- An Estimating Method for Parametric Spectral Densities of Gaussian Time Series
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