Strong consistency of Bayes estimates in stochastic regression models

DOI10.1006/jmva.1996.0030zbMath0845.62022OpenAlexW1985086662MaRDI QIDQ1914696

Inchi Hu

Publication date: 5 August 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0030

zbMATH Keywords

system identificationadaptive controlmartingaledynamic modelstrong consistencyBayes estimatesleast squares estimatestrongly unimodalstochastic regression modelsmultiple regression modelstochastic design levels

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Identification in stochastic control theory (93E12)

Related Items (7)

Dynamic Pricing and Learning with Finite Inventories ⋮ Optimal experimental design and some related control problems ⋮ Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression ⋮ Sequential experimental design and response optimisation ⋮ Nonasymptotic confidence sets of prescribed dimensions for parameters of nonlinear regressions ⋮ Strong consistency of Bayes estimates in nonlinear stochastic regression models ⋮ Strong consistency in nonlinear stochastic regression models.

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