Large deviations estimates for some level crossing probabilities in Bayesian setting

MaRDI QIDQ3418269zbMATH OpenFDO

Authors Claudio Macci

Publication date 2 February 2007

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Non-Markovian processes: estimation (62M09)

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Cited in

(1)

• Mixtures of conjugate prior distributions and large deviations for level crossing probabilities

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