Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels

DOI10.3103/S1066530708040054zbMath1231.62153OpenAlexW2049019309MaRDI QIDQ734554

D. Kharzeev

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530708040054

zbMATH Keywords

asymptotic normalityBernstein-von Mises theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Related Items (6)

Divide-and-conquer Bayesian inference in hidden Markov models ⋮ About the posterior distribution in hidden Markov models with unknown number of states ⋮ On some recent advances on high dimensional Bayesian statistics ⋮ Posterior consistency for partially observed Markov models ⋮ Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency ⋮ Posterior consistency for nonparametric hidden Markov models with finite state space

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