The Bernstein-Von Mises Theorem for Markov Processes

DOI10.1214/AOMS/1177693237zbMATH Open0245.62075OpenAlexW2038608369MaRDI QIDQ5657569FDOQ5657569

Authors: J. D. Borwanker, B. L. S. Prakasa Rao, Gopinath Kallianpur 

Publication date: 1971

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693237

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20)

Cited In (17)

• Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
• Bernstein-von Mises theorem and Bayes estimation from single server queues
• Bayesian estimations for diagonalizable bilinear SPDEs
• Rate of convergence in the bernstein-von mises theorem for a class of diffusion processes
• Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion
• Asymptotic expansions of posterior expectations, distributions and densities for stochastic processes
• Title not available (Why is that?)
• Bayes estimation for some stochastic partial differential equations
• Asymptotic inference for stochastic processes
• The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes
• Asymptotics of Bayesian median loss estimation
• Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators
• Inférence statistique dans les processus stochastiques: Aperçu historique
• The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs
• Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion
• Biased online parameter inference for state-space models
• Asymptotic behaviour of the posterior distribution in approximate Bayesian computation

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