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

DOI10.1515/rose.2000.8.1.51zbMath0955.60075OpenAlexW2058070690MaRDI QIDQ4509163

Jaya P. N. Bishwal

Publication date: 11 October 2000

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2000.8.1.51

zbMATH Keywords

Ornstein-Uhlenbeck processBayes estimationrates of convergenceposterior distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Diffusion processes (60J60) Large deviations (60F10)

Related Items (3)

Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process ⋮ Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process ⋮ Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings

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