On the Behavior of Generalized Bayes Estimators for Markov Observations

DOI10.1137/1119037MaRDI QIDQ4101299zbMATH OpenOpenAlexFDO

Authors V. Ja. Levit

Publication date 1974

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1119037

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited in

(3)

• Bayesian bootstrap clones for finite state markov chains
• Sur la convergence du processus de vraisemblance en variables markoviennes
• Asymptotic inference for stochastic processes

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