Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process - Concepedia

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Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process

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References

2000

Year

Jaya P. N. Bishwal

Random Operators and Stochastic Equations

Bayesian StatisticsJournal Random OperatorsEngineeringBayes EstimationsStochastic SystemOrnstein-uhlenbeck ProcessStatistical InferenceProbability TheoryMarkov Chain Monte CarloStochastic PhenomenonStochastic Differential EquationStatisticsArticle RatesPosterior Distributions

Abstract

Article Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process was published on January 1, 2000 in the journal Random Operators and Stochastic Equations (volume 8, issue 1).