scientific article; zbMATH DE number 5770656

zbMATH Open1193.62035MaRDI QIDQ3580916FDOQ3580916

Authors: Subhashis Ghosal, Yongqiang Tang 

Publication date: 14 August 2010

Title of this publication is not available (Why is that?)

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zbMATH Keywords

martingalestransition densityposterior consistency

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes (62M99) Markov processes (60J99)

Cited In (11)

• Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations
• Consistency of Bayesian nonparametric inference for discretely observed jump diffusions
• A consistent nonparametric Bayesian procedure for estimating autoregressive conditional den\-sities
• Posterior consistency for partially observed Markov models
• A non-parametric Bayesian approach to decompounding from high frequency data
• Bayesian consistency for Markov models
• Consistency of Feature Markov Processes
• Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models
• Dynamics of Bayesian updating with dependent data and misspecified models
• Bayesian consistency for a nonparametric stationary Markov model
• Consistent nonparametric Bayesian inference for discretely observed scalar diffusions

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