Asymptotic expansions of posterior expectations,distributions and densities for stochastic processes |
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| Authors: | Martin Crowder |
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| Affiliation: | (1) Department of Mathematics, University of Surrey, GU2 5XH Guildford, Surrey, U.K. |
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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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| Keywords: | Asymptotic expansions Bayesian approach inference for stochastic processes asymptotic posterior normality |
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