Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes

Martin Crowder

Annals of the Institute of Statistical Mathematics, 1988, vol. 40, issue 2, 297-309

Keywords: Asymptotic expansions; Bayesian approach; inference for stochastic processes; asymptotic posterior normality (search for similar items in EconPapers)
Date: 1988
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DOI: 10.1007/BF00052346

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