On consistency of Bayesian parameter estimations for a class of ergodic Markov models

Fuente: arXiv
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Bibliographic Details
Main Authors: Nurieva, A. I., Veretennikov, A. Yu.
Format: Preprint
Published: 2022
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author Nurieva, A. I.
Veretennikov, A. Yu.
author_facet Nurieva, A. I.
Veretennikov, A. Yu.
contents The consistency of the Bayesian estimation of a parameter is shown for a class of ergodic discrete Markov chains. J.L. Doob's method was used, offered earlier for the i.i.d. situation. The result may be useful in the reliability theory for models with unknown parameters, in the risk management in financial mathematics, and in other applications.
format Preprint
id arxiv_https___arxiv_org_abs_2204_13179
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle On consistency of Bayesian parameter estimations for a class of ergodic Markov models
Nurieva, A. I.
Veretennikov, A. Yu.
Probability
60F15, 62F12, 62F15, 62M05
The consistency of the Bayesian estimation of a parameter is shown for a class of ergodic discrete Markov chains. J.L. Doob's method was used, offered earlier for the i.i.d. situation. The result may be useful in the reliability theory for models with unknown parameters, in the risk management in financial mathematics, and in other applications.
title On consistency of Bayesian parameter estimations for a class of ergodic Markov models
topic Probability
60F15, 62F12, 62F15, 62M05
url https://arxiv.org/abs/2204.13179