A NOTE ON ASYMPTOTIC POSTERIOR NORMALITY FOR STOCHASTIC PROCESSES |
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| Authors: | O.A. ADEKOLA |
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| Affiliation: | Dept. of Operations Research, Federal University of Technology, P.M.B. 2076, Yola, Nigeria. |
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| Abstract: | 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. |
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| Keywords: | Asymptotic normality Bayesian inference stochastic processes autoregressive models |
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