On Bayesian nonparametric estimation for stochastic processes

DOI10.1016/0378-3758(92)90098-DMaRDI QIDQ1200652zbMATH OpenOpenAlexFDO

Authors A. Thavaneswaran, Mary E. Thompson

Publication date 16 January 1993

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

Full work available at URL https://doi.org/10.1016/0378-3758(92)90098-d

zbMATH Keywords

Bayesian estimationBayesian nonparametric estimationlikelihood ratio processcontinuous time stochastic signal processLaplace transform functional approach

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09)

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• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• A Bayesian nonparametric approach to reliability
• A note on a paper by Ferguson and Phadia
• Conditional Laplace transforms for Bayesian nonparametric inference in reliability theory
• Martingales: Recent Developments, Results and Applications
• Point processes and queues. Martingale dynamics
• Quelques applications de la formule de changement de variables pour les semimartingales
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images

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(12)

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• Nonparametric statistics for stochastic processes. Estimation and prediction.
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• New developments in inference for temporal stochastic processes
• Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion
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• A locally correlated process and its applications in Bayesian estimation
• On the Bayesian estimation for the stationary Neyman-Scott point processes.

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