On Asymptotic Posterior Normality for Stochastic Processes
暂无分享,去创建一个
[1] Abraham Wald,et al. Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process , 1948 .
[2] A. M. Walker. On the Asymptotic Behaviour of Posterior Distributions , 1969 .
[3] A. P. Dawid,et al. On the limiting normality of posterior distributions , 1970, Mathematical Proceedings of the Cambridge Philosophical Society.
[4] C. Heyde,et al. On Efficiency and Exponential Families in Stochastic Process Estimation , 1975 .
[5] I. Basawa,et al. Efficient tests for branching processes , 1976 .
[6] P. Feigin. The efficiency criteria problem for stochastic processes , 1978 .
[7] C. Heyde. On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process , 1978 .
[8] T. Sweeting. On efficient tests for branching processes , 1978 .