On Bayesian nonparametric estimation for stochastic processes

DOI10.1016/0378-3758(92)90098-DzbMath0754.62025OpenAlexW2050024510MaRDI QIDQ1200652

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)

Related Items (1)

New developments in inference for temporal stochastic processes

Cites Work

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