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Jaya P. N. Bishwal, Rate of convergence for the Bernstein-von Mises theorem and the Bayes estimator of volatility, Eur. J. Math. Appl. 6 (2026), Article ID 13.

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Volume 6 (2026), Article ID 13

https://doi.org/10.28919/ejma.2026.6.13

Published: 30/10/2026

Abstract:

The paper obtains sharp rates of convergence in consistency and asymptotic normality of the quasi-posterior distributions and regular quasi-Bayes estimators, for smooth priors and loss functions, of the unknown parameter in the diffusion coefficient in a nonlinear diffusion process from $n$ discrete observations when $n\to\infty$.

How to Cite:

Jaya P. N. Bishwal, Rate of convergence for the Bernstein-von Mises theorem and the Bayes estimator of volatility, Eur. J. Math. Appl. 6 (2026), Article ID 13. https://doi.org/10.28919/ejma.2026.6.13