scientific article; zbMATH DE number 3635349

Cited in

(22)

Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Asymptotic Bayesian analysis based on a limited information estimator
Asymptotic normality under transformations. A result with Bayesian applications
A Bayesian approach to dynamic macroeconomics
A Bayesian analysis of binary misclassification
What to expect when you're calibrating: measuring the effect of calibration on the estimation of macroeconomic models
Bayesian and non-Bayesian approaches to statistical inference and decision-making
Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
Bayesian moment-based inference in a regression model with misclassification error
MCMC maximum likelihood for latent state models
Further remarks on asymptotic normality of likelihood and conditional analyses
Exchangeability, predictive sufficiency and Bayesian bootstrap
Inférence statistique dans les processus stochastiques: Aperçu historique
On asymptotic normality of likelihood and conditional analysis
Asymptotic normality of posterior distributions for generalized linear mixed models
Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
Optimal estimation under nonstandard conditions
Easily computed marginal likelihoods from posterior simulation using the THAMES estimator
Asymptotics for a class of parametric martingale posteriors
Asymptotic posterior normality for multiparameter problems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4195809)