Strong consistency of Bayes estimates in nonlinear stochastic regression models
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Publication:1299387
DOI10.1016/S0378-3758(97)00097-9zbMath0944.62080OpenAlexW2052936095MaRDI QIDQ1299387
Publication date: 24 September 2000
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00097-9
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) General nonlinear regression (62J02) Strong limit theorems (60F15)
Related Items (3)
Dynamic Pricing and Learning with Finite Inventories ⋮ Optimal experimental design and some related control problems ⋮ Strong consistency in nonlinear stochastic regression models.
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