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The problem is to estimate \\(\\theta\\) by the observations \\(\\{ X_t,\\;0\\leq t \\leq T \\}.\\) Let \\(\\tilde{\\theta}_T\\) be a Bayesian estimator. To introduce \\(\\tilde{\\theta}_T\\), the authors suppose that \\(\\theta\\) is a random variable with a prior density \\(\\pi(y)\\). Then \\(\\theta_T = \\int_\\theta yp(y |X^T) dy\\), where \\(p(y |X^T)\\) is the posterior density. Let \\(\\hat{\\theta}_T\\) be the maximum likelihood estimator. 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