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math.ST2022
The e-value and the Full Bayesian Significance Test: Logical Properties and Philosophical Consequences
Julio Michael Stern, Carlos Alberto de Braganca Pereira, Marcelo de Souza Lauretto +5
This article gives a conceptual review of the e-value, ev(H|X) -- the epistemic value of hypothesis H given observations X. This statistical significance measure was developed in o…
math.ST2020★ 7 cited
Cointegration and unit root tests: A fully Bayesian approach
Marcio Alves Diniz, Carlos Alberto de Braganca Pereira, Julio Michael Stern
To perform statistical inference for time series, one should be able to assess if they present deterministic or stochastic trends. For univariate analysis one way to detect stochas…