On the Asymptotic Stability of the Intrinsic and Fractional Bayes Factors for Testing Some Diffusion Models
| Year of publication: |
2002
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|---|---|
| Authors: | Sivaganesan, S. ; Lingham, Rama |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 54.2002, 3, p. 500-516
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| Publisher: |
Springer |
| Subject: | Fractional Bayes factor | Girsanov formula | intrinsic Bayes factor | Jeffreys prior | local asymptotic normality | mean-reversion | Wiener process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169305