On the Behavior of Generalized Bayes Estimators for Markov Observations

DOI10.1137/1119037zbMath0334.62033OpenAlexW1996730068MaRDI QIDQ4101299

V. Ja. Levit

Publication date: 1974

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1119037

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

Asymptotic inference for stochastic processes ⋮ Bayesian bootstrap clones for finite state markov chains ⋮ Sur la convergence du processus de vraisemblance en variables markoviennes

This page was built for publication: On the Behavior of Generalized Bayes Estimators for Markov Observations