Bayesian consistency for a nonparametric stationary Markov model
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Publication:1740512
DOI10.3150/17-BEJ1007zbMath1426.62255WikidataQ128264650 ScholiaQ128264650MaRDI QIDQ1740512
Minwoo Chae, Stephen G. Walker
Publication date: 30 April 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1551862838
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Bayesian inference (62F15) Convergence of probability measures (60B10)
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