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A characterisation of Hjort's discrete time beta process

Stephen Walker

Statistics & Probability Letters, 1998, vol. 37, issue 4, 351-355

Abstract: This paper characterises the discrete time version of Hjort's beta process (Hjort, 1990) using Bernoulli random variates.

Keywords: Bernoulli; trips (search for similar items in EconPapers)
Date: 1998
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