Posterior consistency of Dirichlet mixtures for estimating a transition density (Q2370455): Difference between revisions

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+Posterior consistency for semi-parametric regression problems
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+The consistency of posterior distributions in nonparametric problems
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+Q4747389
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+Bayesian Estimation of the Spectral Density of a Time Series
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+Adaptive estimation of the transition density of a regular Markov chain
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+Strong consistency of kernel estimators for Markov transition densities
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+Posterior consistency of Dirichlet mixtures in density estimation
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+Entropies and rates of convergence for maximum likelihood and Bayes estimation for mixtures of normal densities.
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+Bayesian nonparametrics
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+Markov chains and stochastic stability
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+Density estimation for Markov processes using delta-sequences
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+Bootstrap in Markov-sequences based on estimates of transition density
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+On Bayes procedures
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+On sufficient conditions for Bayesian consistency
@@ Property / cites work: On sufficient conditions for Bayesian consistency / rank @@
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+New approaches to Bayesian consistency
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+Bayesian forecasting and dynamic models.
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