On Bayesian Nonparametric Estimation for Stochastic Processes

Abstract

The problem of Bayesian estimation of a continuous time stochastic 'signal' process, on which the observation process depends linearly, is discussed. It is noted that the situation treated by Ammann (Stochastic Processes and Applications, 1985) is a special case. Considerations involved in the generalization of his Laplace transform functional approach are described.

Cite this paper

@inproceedings{Thompson2008OnBN, title={On Bayesian Nonparametric Estimation for Stochastic Processes}, author={Mary E. Thompson and A. Thavaneswaran}, year={2008} }