Convergence rates of posterior distributions for Brownian semimartingale models

Bernoulli

Volumn 12, Issue 5, 2006, Pages 863-888

  van der Meulen, F H ^a   van der Vaart, A W ^b   van Zanten, J H ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

Bayesian estimation; Continuous semimartingale; Dirichlet process; Hellinger distance; Infinite dimensional model; Rate of convergence; Wavelets

Indexed keywords

EID: 49449112600     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1161614950     Document Type: Article

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