Small noise asymptotics of the Bayesian estimator in nonidentifiable models

DOI10.1023/A:1013737907166zbMath1006.62014MaRDI QIDQ1600685

François Le Gland, Marc Joannides

Publication date: 16 June 2002

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

nonlinear filteringLaplace methodtarget motion analysisBayesian estimatorsmall noise asymptoticsnonidentifiable modelnonobservable system

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Convergence of probability measures (60B10)

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