Bayes factors for a test about the drift of the Brownian motion under noninformative priors.

DOI10.1016/S0167-7152(99)00199-6zbMath1079.62508WikidataQ127097955 ScholiaQ127097955MaRDI QIDQ1573644

Rama T. Lingham, Siva Sivaganesan

Publication date: 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15)

Related Items

Event-based state estimation of linear dynamic systems with unknown exogenous inputs, Event-triggered robust state estimation for systems with unknown exogenous inputs

Cites Work

• The Intrinsic Bayes Factor for Model Selection and Prediction
• Some Remarks on Noninformative Priors
• Bayes factors for discrete observations from diffusion processes
• Alternative Bayes factors for model selection
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