On the asymptotic stability of the intrinsic and fractional Bayes factors for testing some diffusion models (Q1868268)
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scientific article; zbMATH DE number 1901347
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic stability of the intrinsic and fractional Bayes factors for testing some diffusion models |
scientific article; zbMATH DE number 1901347 |
Statements
On the asymptotic stability of the intrinsic and fractional Bayes factors for testing some diffusion models (English)
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27 April 2003
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fractional Bayes factor
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Girsanov formula
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intrinsic Bayes factor
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Jeffreys prior
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local asymptotic normality
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mean-reversion
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Wiener process
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