Intrinsic Bayesian estimation of linear time series models

DOI10.1080/24754269.2020.1744073OpenAlexW3014886672MaRDI QIDQ5880092

Dongchu Sun, Shawn Ni

Publication date: 7 March 2023

Published in: Statistical Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/24754269.2020.1744073

zbMATH Keywords

entropy lossreference priorlatent parameters

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Statistics (62-XX)

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