Asymptotic Behaviour of Approximate Bayesian Estimators

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Publication:6225486

arXiv1105.3655MaRDI QIDQ6225486

Author name not available (Why is that?)

Publication date: 18 May 2011

Abstract: Although approximate Bayesian computation (ABC) has become a popular technique for performing parameter estimation when the likelihood functions are analytically intractable there has not as yet been a complete investigation of the theoretical properties of the resulting estimators. In this paper we give a theoretical analysis of the asymptotic properties of ABC based parameter estimators for hidden Markov models and show that ABC based estimators satisfy asymptotically biased versions of the standard results in the statistical literature.












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