Bayesian inference for Markov chains

DOI10.1239/JAP/1019737990zbMath1077.62529OpenAlexW2001823309MaRDI QIDQ3147419

Ayalvadi J. Ganesh, Peter Eichelsbacher

Publication date: 5 November 2002

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1019737990

zbMATH Keywords

Markov chainslarge deviationsmoderate deviationsBayesian inference

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Large deviations (60F10)

Related Items (3)

Large deviations for posterior distributions on the parameter of a multivariate \(\mathrm{AR}(p)\) process ⋮ Extension of some large deviation results for posterior distributions ⋮ How to estimate the rate function of a cumulative process

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