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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