Laplace approximations using \(n^\alpha\)-consistent estimators
From MaRDI portal
Publication:680390
DOI10.1016/j.jspi.2017.10.003zbMath1392.62273OpenAlexW2766983800MaRDI QIDQ680390
Publication date: 23 January 2018
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2017.10.003
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15)
Related Items (1)
Uses Software
Cites Work
- Consistency of Bayes factors under hyper \(g\)-priors with growing model size
- Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
- Generalized autoregressive conditional heteroscedasticity
- The Stochastic Difference Between Econometric Statistics
- Accurate Approximations for Posterior Moments and Marginal Densities
- Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
- Fully Exponential Laplace Approximations Using Asymptotic Modes
- A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
- On Information and Sufficiency
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Laplace approximations using \(n^\alpha\)-consistent estimators