Large deviations for Bayesian estimators in first-order autoregressive processes
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Publication:974525
DOI10.1016/j.jspi.2010.02.023zbMath1188.62272MaRDI QIDQ974525
Publication date: 3 June 2010
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.2010.02.023
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
60F10: Large deviations
Related Items
Cites Work
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