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

  • Martin Crowder
Distribution and Characterizations
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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.

Key words and phrases

Asymptotic expansions Bayesian approach inference for stochastic processes asymptotic posterior normality 
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Copyright information

© The Institute of Statistical Mathematics, Tokyo 1988

Authors and Affiliations

  • Martin Crowder
    • 1
  1. 1.Department of MathematicsUniversity of SurreyGuildfordU.K.

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