Posterior consistency of Dirichlet mixtures for estimating a transition density

DOI10.1016/J.JSPI.2006.03.007zbMath1118.62089OpenAlexW2164162336MaRDI QIDQ2370455

Yongqiang Tang, Subhashis Ghosal

Publication date: 26 June 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.03.007

zbMATH Keywords

Markov processtransition densityweak topologiesposterior consistencyDirichlet mixtureKullback-Leibler-positivityspace of transition densities topologiesuniformly exponentially consistent tests

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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