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Bayesian Model Selection for Beta Autoregressive Processes

Casarin, Roberto, Dalla Valle, Luciana, Leisen, Fabrizio (2012) Bayesian Model Selection for Beta Autoregressive Processes. Bayesian Analysis, 7 (2). pp. 385-410. ISSN 1931-6690. (doi:10.1214/12-BA713) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. (Contact us about this Publication)
Official URL
http://dx.doi.org/10.1214/12-BA713

Abstract

In this paper the notion of variance bounding introduced by Roberts and Rosenthal (2008) is extended to continuous time Markov Chains. Moreover, it is proven that, as in the discrete time case, the notion of variance bounding for reversible Markov Chains is equivalent to the existence of a central limit theorem. A connection with the continuous time Peskun ordering, introduced by Leisen and Mira (2008), concludes the paper.

Item Type: Article
DOI/Identification number: 10.1214/12-BA713
Subjects: H Social Sciences > HA Statistics
Divisions: Faculties > Sciences > School of Mathematics Statistics and Actuarial Science
Faculties > Sciences > School of Mathematics Statistics and Actuarial Science > Statistics
Depositing User: Fabrizio Leisen
Date Deposited: 07 Jun 2014 09:41 UTC
Last Modified: 01 Aug 2019 10:36 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/36524 (The current URI for this page, for reference purposes)
Leisen, Fabrizio: https://orcid.org/0000-0002-2460-6176
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