The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs

DOI10.1017/S1446788700003906zbMath0995.62074MaRDI QIDQ3146378

Jaya P. N. Bishwal

Publication date: 23 October 2002

Published in: Journal of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalityspectral theoryBayes estimatorsasymptotic equivalencediffusion fieldlocal asymptotic minimaxityBernstein - von Mises theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

Statistical inference for SPDEs: an overview ⋮ Bayesian estimations for diagonalizable bilinear SPDEs ⋮ Volatility estimation for stochastic PDEs using high-frequency observations

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• On convergence of posterior distributions
• On minimum-contrast estimation for hilbert space-valued stochastic differential equations
• Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part I
• The Bernstein-Von Mises Theorem for Markov Processes

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