Asymptotic behaviour of the posterior distribution in approximate Bayesian computation

DOI10.1080/07362994.2020.1859386zbMath1478.62234OpenAlexW3123554432MaRDI QIDQ5859964

Ajay Jasra, Sumeetpal S. Singh, Thomas A. Dean

Publication date: 18 November 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10754/661015

zbMATH Keywords

parameter estimationhidden Markov modelapproximate Bayesian computation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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