On consistency of Bayesian parameter estimations for a class of ergodic Markov models
Fuente:
arXiv
Saved in:
| Main Authors: | Nurieva, A. I., Veretennikov, A. Yu. |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The nonexplosive solution of explosive autoregressions
by: Häusler, Erich, et al.
Published: (2024)
by: Häusler, Erich, et al.
Published: (2024)
Optimal parameter estimation for linear SPDEs from multiple measurements
by: Altmeyer, Randolf, et al.
Published: (2022)
by: Altmeyer, Randolf, et al.
Published: (2022)
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)
by: Barczy, Matyas, et al.
Published: (2021)
Estimating the hyperuniformity exponent of point processes
by: Mastrilli, Gabriel, et al.
Published: (2024)
by: Mastrilli, Gabriel, et al.
Published: (2024)
Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023)
by: Reiß, Markus, et al.
Published: (2023)
Nonparametric estimation of the jump rate in mean field interacting systems of neurons
by: Duarte, Aline, et al.
Published: (2025)
by: Duarte, Aline, et al.
Published: (2025)
M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
by: Shimizu, Yasutaka
Published: (2025)
by: Shimizu, Yasutaka
Published: (2025)
Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
by: Mishura, Yuliya, et al.
Published: (2024)
by: Mishura, Yuliya, et al.
Published: (2024)
Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)
by: Desgagné, Alain, et al.
Published: (2024)
The multivariate fractional Ornstein-Uhlenbeck process
by: Dugo, Ranieri, et al.
Published: (2024)
by: Dugo, Ranieri, et al.
Published: (2024)
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
by: Bibinger, Markus, et al.
Published: (2022)
by: Bibinger, Markus, et al.
Published: (2022)
Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands
by: Ralchenko, Kostiantyn, et al.
Published: (2024)
by: Ralchenko, Kostiantyn, et al.
Published: (2024)
Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process
by: Tudor, Ciprian A., et al.
Published: (2024)
by: Tudor, Ciprian A., et al.
Published: (2024)
Stopping on the last success with unknown odds: Impossibility barriers and quantitative oracle bounds
by: Paindaveine, Davy
Published: (2026)
by: Paindaveine, Davy
Published: (2026)
Estimation of parameters and local times in a discretely observed threshold diffusion model
by: Mazzonetto, Sara, et al.
Published: (2024)
by: Mazzonetto, Sara, et al.
Published: (2024)
On stable central limit theorems for multivariate discrete-time martingales
by: Häusler, Erich, et al.
Published: (2024)
by: Häusler, Erich, et al.
Published: (2024)
Median Based Unit Weibull (MBUW): a new unit distribution Properties
by: Attia, Iman Mohammed
Published: (2024)
by: Attia, Iman Mohammed
Published: (2024)
Strong consistency of pseudo-likelihood parameter estimator for univariate Gaussian mixture models
by: Lember, Jüri, et al.
Published: (2025)
by: Lember, Jüri, et al.
Published: (2025)
Median Based Unit Weibull Distribution (MBUW): Do the Higher Order Probability Weighted Moments (PWM) Add More Information over the Lower Order PWM in Parameter Estimation
by: Attia, Iman Mohammed
Published: (2024)
by: Attia, Iman Mohammed
Published: (2024)
Scaled quadratic variation for controlled rough paths and parameter estimation of fractional diffusions
by: Leahy, James-Michael, et al.
Published: (2024)
by: Leahy, James-Michael, et al.
Published: (2024)
Ergodic Estimation and Model Assessment for Dynamic Exceedance Times
by: Sande, Åsmund Hausken
Published: (2024)
by: Sande, Åsmund Hausken
Published: (2024)
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)
by: Desgagné, Alain, et al.
Published: (2025)
Laplace Variational Inference for Bayesian Envelope Models
by: Kim, Seunghyeon, et al.
Published: (2026)
by: Kim, Seunghyeon, et al.
Published: (2026)
A Modified Bayesian Criterion for Model Selection in Mixed and Hierarchical Frameworks
by: Ramirez, Diogenes de Jesus, et al.
Published: (2026)
by: Ramirez, Diogenes de Jesus, et al.
Published: (2026)
Nonparametric Bayesian estimation in a multidimensional diffusion model with high frequency data
by: Hoffmann, Marc, et al.
Published: (2022)
by: Hoffmann, Marc, et al.
Published: (2022)
Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)
by: Ayache, Antoine, et al.
Published: (2026)
Maximum likelihood estimation for spinal-structured trees
by: Azaïs, Romain, et al.
Published: (2021)
by: Azaïs, Romain, et al.
Published: (2021)
Strong maximum a posteriori estimation in Banach spaces with Gaussian priors
by: Lambley, Hefin
Published: (2023)
by: Lambley, Hefin
Published: (2023)
Large sample scaling analysis of the Zig-Zag algorithm for Bayesian inference
by: Agrawal, Sanket, et al.
Published: (2024)
by: Agrawal, Sanket, et al.
Published: (2024)
Inverse Probability Weighting: from Survey Sampling to Evidence Estimation
by: Datta, Jyotishka, et al.
Published: (2022)
by: Datta, Jyotishka, et al.
Published: (2022)
Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)
by: Ginovyan, Mamikon S.
Published: (2026)
Classification of small-ball modes and maximum a posteriori estimators in metric spaces
by: Klebanov, Ilja, et al.
Published: (2023)
by: Klebanov, Ilja, et al.
Published: (2023)
Bayesian--AI Fusion for Epidemiological Decision Making: Calibrated Risk, Honest Uncertainty, and Hyperparameter Intelligence
by: Chatterjee, Debashis
Published: (2025)
by: Chatterjee, Debashis
Published: (2025)
Variance-based sensitivity of Bayesian inverse problems to the prior distribution
by: Darges, John E., et al.
Published: (2023)
by: Darges, John E., et al.
Published: (2023)
Bayesian Bell regression model for fitting of overdispersed count data with application
by: Alhseeni, Ameer Musa Imran, et al.
Published: (2024)
by: Alhseeni, Ameer Musa Imran, et al.
Published: (2024)
Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications
by: Barman, Kalyan, et al.
Published: (2024)
by: Barman, Kalyan, et al.
Published: (2024)
Parameters estimation of a Threshold Chan-Karolyi-Longstaff-Sanders process from continuous and discrete observations
by: Mazzonetto, Sara, et al.
Published: (2025)
by: Mazzonetto, Sara, et al.
Published: (2025)
Statistical Prediction of Peaks Over a Threshold
by: Padoan, Simone A., et al.
Published: (2025)
by: Padoan, Simone A., et al.
Published: (2025)
Posterior Bayesian Neural Networks with Dependent Weights
by: Apollonio, Nicola, et al.
Published: (2025)
by: Apollonio, Nicola, et al.
Published: (2025)
Estimation of Lévy-driven CARMA models under renewal sampling
by: Bosserhoff, Frank, et al.
Published: (2026)
by: Bosserhoff, Frank, et al.
Published: (2026)
Similar Items
-
The nonexplosive solution of explosive autoregressions
by: Häusler, Erich, et al.
Published: (2024) -
Optimal parameter estimation for linear SPDEs from multiple measurements
by: Altmeyer, Randolf, et al.
Published: (2022) -
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021) -
Estimating the hyperuniformity exponent of point processes
by: Mastrilli, Gabriel, et al.
Published: (2024) -
Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023)