Approximate bayes estimators for stochastic processes

DOI10.1080/00949659308811482zbMath0925.62363OpenAlexW2126332143MaRDI QIDQ4851428

James E. Hutton, Paul I. Nelson, O. T. Ogunyemi

Publication date: 8 November 1999

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659308811482

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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• Bayesian analysis of dichotomous quantal response models
• On conditional least squares estimation for stochastic processes
• Quasi-likelihood estimation for semimartingales
• Maximum likelihood estimation for branching processes with immigration

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