A detailed treatment of Doob's theorem
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Publication:6296236
arXiv1801.03122MaRDI QIDQ6296236FDOQ6296236
Authors: Jeffrey W. Miller 
Publication date: 9 January 2018
Abstract: Doob's theorem provides guarantees of consistent estimation and posterior consistency under very general conditions. Despite the limitation that it only guarantees consistency on a set with prior probability 1, for many models arising in practice, Doob's theorem is an easy way of showing that consistency will hold almost everywhere. In this article, we give a detailed proof of Doob's theorem.
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