Strong consistency of Bayesian estimator under discrete observations and unknown transition density
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Publication:2909980
DOI10.1007/978-3-0348-0097-6_10zbMATH Open1255.62067OpenAlexW56436231MaRDI QIDQ2909980FDOQ2909980
Authors: Nicolas Vayatis, Kazuhiro Yasuda, Arturo Kohatsu-Higa 
Publication date: 7 September 2012
Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-0348-0097-6_10
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- The Monte-Carlo method for filtering with discrete-time observations
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- Strong consistency of the Bayesian estimator for the Ornstein-Uhlenbeck process
- Approximation of the posterior density for diffusion processes
- Tuning of a Bayesian estimator under discrete time observations and unknown transition density
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