Small noise asymptotics of the Bayesian estimator in nonidentifiable models

DOI10.1023/A:1013737907166MaRDI QIDQ1600685zbMATH OpenFDO

Authors Marc Joannides, François Le Gland

Publication date 16 June 2002

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1013737907166

zbMATH Keywords

Bayesian estimatorLaplace methodnonidentifiable modelnonlinear filteringnonobservable systemsmall noise asymptoticstarget motion analysis

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

Recommendations

• Parameter estimation for kalman-bucy filter with small noise
• scientific article; zbMATH DE number 922041
• scientific article; zbMATH DE number 782641
• Asymptotic properties of Bayes estimators for Gaussian Itô\,-\,processes with noisy observations
• Bayesian aspects of some nonparametric problems

Cited in

(3)

• A Laplace method for under-determined Bayesian optimal experimental designs
• Filtering of a reflected Brownian motion with respect to its local time
• scientific article; zbMATH DE number 4055503 (Why is no real title available?)

This page was built for publication: Small noise asymptotics of the Bayesian estimator in nonidentifiable models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1600685)