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文章基本信息

  • 标题:Bayesian Consistency for Markov Processes
  • 本地全文:下载
  • 作者:Subhashis Ghosal ; North Carolina State University ; U.S.A. Yongqiang Tang
  • 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.
  • 关键词:Markov process, martingale, posterior consistency, transition density.
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