Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes (Q1120212): Difference between revisions

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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Q5369141
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+The Bernstein-Von Mises Theorem for Markov Processes
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+An Asymptotic Expansion for Posterior Distributions
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+Asymptotic Expansions Associated with Posterior Distributions
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+Uniform asymptotic normality of the maximum likelihood estimator
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+Note on the Consistency of the Maximum Likelihood Estimate
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+On Wald's Proof of the Consistency of the Maximum Likelihood Estimate
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