48 citations · 126 across the 51 of their papers we have counts for
Showing 2015 · math.STShow all
3 papers · 2 filters
math.ST2015
On Classical and Bayesian Asymptotics in State Space Stochastic Differential Equations
Trisha Maitra, Sourabh Bhattacharya
In this article we investigate consistency and asymptotic normality of the maximum likelihood and the posterior distribution of the parameters in the context of state space stochas…
math.ST2015★ 4 cited
Asymptotic Theory of Bayes Factor in Stochastic Differential Equations: Part II
Trisha Maitra, Sourabh Bhattacharya
The problem of model selection in the context of a system of stochastic differential equations (SDEs) has not been touched upon in the literature. Indeed, properties of Bayes facto…
math.ST2015★ 1 cited
Asymptotic Theory of Bayes Factor in Stochastic Differential Equations: Part I
Trisha Maitra, Sourabh Bhattacharya
Research on asymptotic model selection in the context of stochastic differential equations (SDEs) is almost non-existent in the literature. In particular, when a collection of SDEs…