Pages that link to "Item:Q5657569"

The following pages link to The Bernstein-Von Mises Theorem for Markov Processes (Q5657569):

Displaying 9 items.

• Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC (Q900925) (← links)
• Asymptotics of Bayesian median loss estimation (Q990880) (← links)
• Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes (Q1120212) (← links)
• Asymptotic inference for stochastic processes (Q1143730) (← links)
• The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes (Q1162781) (← links)
• Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion (Q1684055) (← links)
• Biased online parameter inference for state-space models (Q1707039) (← links)
• Bayesian estimations for diagonalizable bilinear SPDEs (Q2289814) (← links)
• The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs (Q3146378) (← links)