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Translated from Problemy Ustoichivosti Stokhasticheskikh Modelet — Trudy Seminara, pp. 112–119, 1984.
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Penskaya, M.Y. Estimation of the prior distribution density. J Math Sci 35, 2381–2386 (1986). https://doi.org/10.1007/BF01105656
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DOI: https://doi.org/10.1007/BF01105656