Convergence rates of posterior distributions for Brownian semimartingale models

DOI10.3150/bj/1161614950zbMath1142.62057OpenAlexW2147614883MaRDI QIDQ882885

J. H. van Zanten, Aad W. van der Vaart, Frank H. van der Meulen

Publication date: 24 May 2007

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1161614950

zbMATH Keywords

waveletsrate of convergenceHellinger distanceDirichlet processesBayesian estimationcontinuous semimartingalesinfinite-dimensional model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Brownian motion (60J65) Diffusion processes (60J60)

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