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  • A posterior convergence rat...
    Xing, Yang

    Communications in statistics. Theory and methods, 08/2023, Volume: 52, Issue: 16
    Journal Article

    This paper establishes a posterior convergence rate theorem for general Markov chains. Our approach is based on the Hausdorff α-entropy introduced by Xing (Electronic Journal of Statistics 2:848-62, 2008) and Xing and Ranneby (Journal of Statistical Planning and Inference 139 (7):2479-89, 2009). As an application we illustrate our results on a non linear autoregressive model.