Comment on article by Sancetta

DOI10.1214/12-BA701BzbMath1330.62144OpenAlexW1524857076MaRDI QIDQ5972106

Feng Liang

Publication date: 5 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1339616723

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

This page was built for publication: Comment on article by Sancetta