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A Bayesian ARMA Probability Density Estimator

Jeffrey D Hart1

  • 1Department of Statistics, Texas A&M University, College Station, TX 77843, USA.

Entropy (Basel, Switzerland)
|October 28, 2025
PubMed

Keywords:
BICKullback–Leibler discrepancyLaplace approximationidentifiabilityimportance samplingintegrated squared errorprobability bandssingle-component Metropolis–Hastings algorithmtruncated Fourier series

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