Rate of convergence in the bernstein-von mises theorem for a class of diffusion processes

DOI10.1080/17442508708833467zbMath0644.60047OpenAlexW2064323853MaRDI QIDQ3787219

B. L. S. Prakasa Rao, Mahendra Nath Mishra

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833467

zbMATH Keywords

rate of convergenceBernstein-von Mises theoremposterior density

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point estimation (62F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (2)

Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes ⋮ Equivalence between Bayes and the maximum likelihood estimator in M/M/1 queue

Cites Work

• Unnamed Item
• On the Bernstein-von Mises approximation of posterior distributions
• Asymptotic properties of posterior distributions
• The Bernstein-Von Mises Theorem for Markov Processes

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