Extension of some large deviation results for posterior distributions

DOI10.1016/j.jkss.2013.07.004zbMath1306.60018OpenAlexW2062235049MaRDI QIDQ397200

Claudio Macci

Publication date: 11 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2013.07.004

zbMATH Keywords

large deviationsstationary Gaussian processshort-range and long-range dependence

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Bayesian inference (62F15) Stationary stochastic processes (60G10) Large deviations (60F10)

Related Items (2)

Large deviations for estimators of the parameters of a neuronal response latency model ⋮ An inverse Sanov theorem for exponential families

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Large deviations for estimators of unknown probabilities, with applications in risk theory
• Large deviations of estimators
• An inverse of Sanov's theorem
• Asymptotic theory of statistical inference for time series
• Bayesian inference for Markov chains
• Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions
• Theorems and Fallacies in the Theory of Long-Range-Dependent Processes
• Moderate Deviations for Bayes Posteriors
• On the estimation of buffer overflow probabilities from measurements
• Large deviation results on some estimators for stationary Gaussian processes
• Large deviations for processes with independent increments
• A large-deviation principle for Dirichlet posteriors

This page was built for publication: Extension of some large deviation results for posterior distributions