On the asymptotic stability of the intrinsic and fractional Bayes factors for testing some diffusion models
type: Item
instance of: scholarly article
title: On the asymptotic stability of the intrinsic and fractional Bayes factors for testing some diffusion models
zbMATH Open document ID: 1023.62038
DOI: 10.1023/A:1022402925337
author: Rama T. Lingham
author: Siva Sivaganesan
published in: Annals of the Institute of Statistical Mathematics
publication date: 2003-04-27T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M02
zbMATH DE Number: 1901347
zbMATH Keywords: fractional Bayes factor
zbMATH Keywords: Girsanov formula
zbMATH Keywords: intrinsic Bayes factor
zbMATH Keywords: Jeffreys prior
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: mean-reversion
zbMATH Keywords: Wiener process
MaRDI profile type: Publication
full work available at URL: a:1022402925337
OpenAlex ID: W1480298717
description: scientific article; zbMATH DE number 1901347