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Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes

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Abstract

Asymptotic expansions are derived for Bayesian posterior expectations, distribution functions and density functions. The observations constitute a general stochastic process in discrete or continuous time.

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Authors and Affiliations

  1. Department of Mathematics, University of Surrey, GU2 5XH, Guildford, Surrey, U.K.

    Martin Crowder

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  1. Martin Crowder
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Crowder, M. Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes. Ann Inst Stat Math 40, 297–309 (1988). https://doi.org/10.1007/BF00052346

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  • DOI: https://doi.org/10.1007/BF00052346

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