scientific article; zbMATH DE number 1738352

MaRDI QIDQ4529809zbMATH OpenFDO

Authors B. L. S. Prakasa Rao

Publication date 7 May 2002

zbMATH Keywords

asymptotic propertiesBayes estimationBernstein-von Mises theoreminfinite dimensional stochastic differential equations

Mathematics Subject Classification ID

Bayesian inference (62F15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(4)

• Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
• Bernstein-von Mises theorem and small noise asymptotes of Bayes estimators for parabolic stochastic partial differential equations
• Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations
• The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs

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