Rate of convergence in the Bernstein-von Mises theorem for a class of diffusion processes

Mishra, M. N. ; Prakash Rao, B. L S. (1987) Rate of convergence in the Bernstein-von Mises theorem for a class of diffusion processes Stochastics, 22 (1). pp. 59-75. ISSN 1744-2508

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Official URL: http://www.tandfonline.com/doi/abs/10.1080/1744250...

Related URL: http://dx.doi.org/10.1080/17442508708833467

Abstract

The rate of convergence in the Bernstein-Von Mises theorem concerning the convergence of posterior density to normal density has been obtained for diffusion processes satisfying a linear stochastic differential equation.

Item Type:Article
Source:Copyright of this article belongs to Taylor and Francis Group.
Keywords:Posterior Density; Linear Stochastic Differential Equation; Bernstein-Von Mises Theorem; Ornstein-uhlenbeck Process
ID Code:73744
Deposited On:07 Dec 2011 05:34
Last Modified:07 Dec 2011 05:34

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