Large sample properties of posterior densities, Bayesian information criterion and the likelihood principle in nonstationary time series models
Year of publication: |
1998
|
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Authors: | Kim, Chae-yŏng |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 66.1998, 2, p. 359-380
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Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
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