Doob’s consistency of a non-Bayesian updating process

Hajime Kawakami

Statistics & Probability Letters, 2023, vol. 203, issue C

Abstract: We consider an asymptotic property of the posterior distribution (belief) of a non-Bayesian updating process. For the Bayesian updating process, the corresponding property is known as Doob’s consistency. The result of our study provides a sufficient condition for the non-Bayesian updating process to satisfy this property.

Keywords: Doob’s consistency; Non-Bayesian updating (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2023.109921

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