Premium
A NOTE ON ASYMPTOTIC POSTERIOR NORMALITY FOR STOCHASTIC PROCESSES
Author(s) -
ADEKOLA O.A.
Publication year - 1991
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1991.tb00409.x
Subject(s) - normality , autoregressive model , asymptotic distribution , mathematics , local asymptotic normality , class (philosophy) , econometrics , explosive material , set (abstract data type) , mathematical economics , statistics , computer science , estimator , geography , artificial intelligence , archaeology , programming language
Summary In 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.