Asymptotic Posterior Normality for Stochastic Processes Revisited
再论随机过程的后验渐近正态性
SUMMARY The problem of demonstrating the limiting normality of a posterior distribution arising from some stochastic process is revisited. It is shown that certain processes of practical interest are not covered by conditions currently available in the literature. In this paper we present a fairly general set of conditions for asymptotic posterior normality which cover a wide class of problems. The theory is applied to a nonhomogeneous Poisson process and birth process.