Prediction and asymptotics
From MaRDI portal
Publication:1353416
DOI10.2307/3318417zbMath0870.62008OpenAlexW2040709360MaRDI QIDQ1353416
David R. Cox, Ole Eiler Barndorff-Nielsen
Publication date: 29 April 1997
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1178291834
conditioningautoregressionpredictive densityreparametrizationconditionality principlefrequentist viewpointinvariant expansionminimal prediction sufficient statisticpredictive limits
Inference from stochastic processes and prediction (62M20) Foundations and philosophical topics in statistics (62A01)
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