scientific article; zbMATH DE number 1738352

zbMATH Open0990.60061MaRDI QIDQ4529809FDOQ4529809

B. L. S. Prakasa Rao

Publication date: 7 May 2002

Title of this publication is not available (Why is that?)

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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)

Cited In (3)

• Notes on drift estimation for certain non-recurrent diffusion processes from sampled data
• 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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