Asymptotic behavior of posterior distributions for random processes under incorrect models

DOI10.1016/0022-247X(76)90043-3zbMath0369.60039MaRDI QIDQ1243951

Keigo Yamada

Publication date: 1976

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Foundations of stochastic processes (60G05)

Related Items

Convergence in economic models with Bayesian hierarchies of beliefs ⋮ Asymptotic inference for stochastic processes ⋮ Learning in mis-specified models and the possibility of cycles

Cites Work

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• Laws of large numbers for normed linear spaces and certain Frechet spaces
• Limiting Behavior of Posterior Distributions when the Model is Incorrect
• On Certain Convergence Questions in System Identification