Hypotheses testing and posterior concentration rates for semi-Markov processes
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DOI: 10.1007/s11203-021-09247-3
Abstract: In this paper, we adopt a nonparametric Bayesian approach and investigate the asymptotic behavior of the posterior distribution in continuous time and general state space semi-Markov processes. In particular, we obtain posterior concentration rates for… read more here.
Keywords: posterior concentration; rates semi; concentration rates; markov processes ... See more keywords