期刊名称:Sankhya. Series A, mathematical statistics and probability
印刷版ISSN:0976-836X
电子版ISSN:0976-8378
出版年度:2006
卷号:68
期号:02
出版社:Indian Statistical Institute
摘要:Recently, Walker (2004) developed a martingale based technique for posterior consistency giving a useful alternative to the classical technique based on hypothesis testing for i.i.d. data. In this article, we extend some of his results to ergodic Markov processes.