Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
type: Item
instance of: scholarly article
title: Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process
zbMATH Open document ID: 1273.62216
author: Claudio Macci
author: Stefano Trapani
published in: Annals of the Institute of Statistical Mathematics
publication date: 2013-11-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M15
zbMATH DE Number: 6225142
zbMATH Keywords: large deviation principle
zbMATH Keywords: spectral density
zbMATH Keywords: divergence
zbMATH Keywords: relative entropy
MaRDI profile type: Publication
full work available at URL: s10463-012-0389-2
OpenAlex ID: W2036320715
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DOI: 10.1007/S10463-012-0389-2
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description: scientific article; zbMATH DE number 6225142