On Bayesian nonparametric estimation for stochastic processes

DOI10.1016/0378-3758(92)90098-DzbMATH Open0754.62025OpenAlexW2050024510MaRDI QIDQ1200652FDOQ1200652

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

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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)

Cites Work

• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
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• Point processes and queues. Martingale dynamics
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• Martingales: Recent Developments, Results and Applications
• Quelques applications de la formule de changement de variables pour les semimartingales
• A Bayesian nonparametric approach to reliability
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• A note on a paper by Ferguson and Phadia
• Conditional Laplace transforms for Bayesian nonparametric inference in reliability theory

Cited In (12)

• A locally correlated process and its applications in Bayesian estimation
• Geometric stick-breaking processes for continuous-time Bayesian nonparametric modeling
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes.
• On the Bayesian estimation for the stationary Neyman-Scott point processes.
• Bayesian nonparametric smoothers for regular processes
• Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion
• Title not available (Why is that?)
• Title not available (Why is that?)
• New developments in inference for temporal stochastic processes
• The Ornstein-Uhlenbeck Dirichlet process and other time-varying processes for Bayesian nonparametric inference
• Bayesian estimation procedure in multiprocess non-linear dynamic generalized model

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