scientific article; zbMATH DE number 5903629

MaRDI QIDQ3004641zbMATH OpenFDO

Authors Jaya P. N. Bishwal

Publication date 3 June 2011

Full work available at URL http://www.ijpam.eu/contents/2011-68-4/3/index.html

zbMATH Keywords

Bernstein-von Mises theoremdiffusion processesMilstein schemeposterior distributionsimulation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(3)

• On Milstein approximations with varying coefficients: the case of super-linear diffusion coefficients
• Approximation of the posterior density for diffusion processes
• Le Cam-Stratonovich-Boole theory for Itô diffusions

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