**H**ere are the slides of my incoming discussion of Ron Gallant’s paper, tomorrow.

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December 4, 2014 at 5:57 pm

Another random thought: This has the structure of a moment problem, so surely the answer to the existence question basically comes down to a “matrix completion” problem: For any sample size, can the sequence of Hankel matrices can be completed to a positive definite infinite Hankel matrix?

The answer would probably be “sometimes and here are some uncheckable conditions”.

December 4, 2014 at 4:33 pm

Typo in the references on slide 17 (the ABC, EP/INLA etc… a year is mis-typed)

December 4, 2014 at 4:37 pm

How kind of you! Thanks!