ASYMPTOTIC POSTERIOR NORMALITY FOR STOCHASTIC PROCESSES: A NON-ERGODIC EXAMPLE

DOI10.1111/J.1467-842X.1991.TB00421.XzbMath0781.62134OpenAlexW2083488440MaRDI QIDQ4029930

O. A. Adekola

Publication date: 1 April 1993

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1991.tb00421.x

zbMATH Keywords

asymptotic posterior normalitynon-ergodic examplenon-homogeneous birth processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

This page was built for publication: ASYMPTOTIC POSTERIOR NORMALITY FOR STOCHASTIC PROCESSES: A NON-ERGODIC EXAMPLE