Asymptotic Behaviour of Approximate Bayesian Estimators

Details Asymptotic Behaviour of Approximate Bayesian Estimators Asymptotic Behaviour of Approximate Bayesian Estimators

2011-05-18

arxiv.org/abs/1105.3655v1

Mathematics

Statistics Theory

Scientific paper

Although approximate Bayesian computation (ABC) has become a popular technique for performing parameter estimation when the likelihood functions are analytically intractable there has not as yet been a complete investigation of the theoretical properties of the resulting estimators. In this paper we give a theoretical analysis of the asymptotic properties of ABC based parameter estimators for hidden Markov models and show that ABC based estimators satisfy asymptotically biased versions of the standard results in the statistical literature.

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