ASYMPTOTIC POSTERIOR NORMALITY FOR STOCHASTIC PROCESSES: A NON-ERGODIC EXAMPLE |
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| Authors: | OA Adekola |
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| Institution: | Dept. of Operations Research, Federal University of Technology, PMB 2076, Yola, Nigeria. |
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| Abstract: | Sweeting & Adekola (1987) presented a fairly general set of conditions, covering a wide class of problems, that establish asymptotic posterior normality for stochastic processes. In this paper, this theory is illustrated via a non-ergodic example, namely, the class of non-homogeneous birth processes. |
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| Keywords: | Asymptotic normality Bayesian inference stochastic processes non-homogeneous birth processes |
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