Extension of some large deviation results for posterior distributions

DOI10.1016/J.JKSS.2013.07.004MaRDI QIDQ397200zbMATH OpenOpenAlexFDO

Authors Claudio Macci

Publication date 11 August 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2013.07.004

zbMATH Keywords

large deviationsstationary Gaussian processshort-range and long-range dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Large deviations (60F10) Gaussian processes (60G15) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• A large-deviation principle for Dirichlet posteriors
• An inverse of Sanov's theorem
• Asymptotic theory of statistical inference for time series
• Bayesian inference for Markov chains
• Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
• Large deviation results on some estimators for stationary Gaussian processes
• Large deviations for estimators of unknown probabilities, with applications in risk theory
• Large deviations for processes with independent increments
• Large deviations of estimators
• Mixtures of conjugate prior distributions and large deviations for level crossing probabilities
• Moderate Deviations for Bayes Posteriors
• On the estimation of buffer overflow probabilities from measurements
• Theorems and Fallacies in the Theory of Long-Range-Dependent Processes

Cited in

(8)

• Large deviations for Bayesian estimators in first-order autoregressive processes
• An inverse Sanov theorem for exponential families
• Large deviations for estimators of the parameters of a neuronal response latency model
• Large deviations for mixtures
• Posteriors, conjugacy, and exponential families for completely random measures
• Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
• Moderate Deviations for Bayes Posteriors
• Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process

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