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A NOTE ON ASYMPTOTIC POSTERIOR NORMALITY FOR STOCHASTIC PROCESSES

 

作者: O.A. ADEKOLA,  

 

期刊: Australian Journal of Statistics  （WILEY Available online 1991）
卷期: Volume 33, issue 1  

页码: 17-21

 

ISSN:0004-9581

 

年代: 1991

 

DOI:10.1111/j.1467-842X.1991.tb00409.x

 

出版商: Blackwell Publishing Ltd

 

关键词: Asymptotic normality;Bayesian inference;stochastic processes;autoregressive models

 

数据来源: WILEY

 

摘要:

SummaryIn a recent paper, Sweeting&Adekola (1987) presented a fairly general set of conditions for asymptotic posterior normality which covers a wide class of problems. In this paper we present an example of an explosive autoregressive model where our condition A4 does not hold.

 

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