The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes
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Publication:1162781
DOI10.1007/BF02480304zbMath0482.62075OpenAlexW2051211978MaRDI QIDQ1162781
Publication date: 1979
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02480304
Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Markov processes: estimation; hidden Markov models (62M05)
Related Items (4)
HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES ⋮ Moderate deviation principle for maximum likelihood estimator for Markov processes ⋮ Inférence statistique dans les processus stochastiques: Aperçu historique ⋮ Estimation of the drift for diffusion process
Cites Work
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- On the Bernstein-von Mises approximation of posterior distributions
- Note on minimum contrast estimates for Markov processes
- Asymptotic properties of posterior distributions
- Improved Bounds for Equivalence of Bayes and Maximum Likelihood Estimation
- The Bernstein-Von Mises Theorem for Markov Processes
- On the rate of convergence of estimators for Markov processes
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