CONSISTENCY OF BAYESIAN PARAMETER ESTIMATION.
Publication
, Journal Article
Yashin, AI
Published in: Problems of Information Transmission
January 1, 1981
The consistency problem is investigated for estimates of the conditional expectation types for random variables with a countable set of values acording to observations of random processes in discrete time. Necessary and sufficient conditions for strong consistency are obtained in terms of the characteristics of the likelihood ratio of certain special probability measures. It is shown that the more detailed characterization of observed random processes makes it possible to obtain the consistency condition in terms of their probability characteristics. Consistency conditions are given for parameter estimates obtained from observations of the paths of a Markov chain and a Gausian process.
Duke Scholars
Published In
Problems of Information Transmission
ISSN
0032-9460
Publication Date
January 1, 1981
Volume
17
Issue
1
Start / End Page
42 / 49
Related Subject Headings
- Computation Theory & Mathematics
- 4901 Applied mathematics
- 4606 Distributed computing and systems software
- 4009 Electronics, sensors and digital hardware
- 1005 Communications Technologies
- 0805 Distributed Computing
- 0802 Computation Theory and Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Yashin, A. I. (1981). CONSISTENCY OF BAYESIAN PARAMETER ESTIMATION. Problems of Information Transmission, 17(1), 42–49.
Yashin, A. I. “CONSISTENCY OF BAYESIAN PARAMETER ESTIMATION.” Problems of Information Transmission 17, no. 1 (January 1, 1981): 42–49.
Yashin AI. CONSISTENCY OF BAYESIAN PARAMETER ESTIMATION. Problems of Information Transmission. 1981 Jan 1;17(1):42–9.
Yashin, A. I. “CONSISTENCY OF BAYESIAN PARAMETER ESTIMATION.” Problems of Information Transmission, vol. 17, no. 1, Jan. 1981, pp. 42–49.
Yashin AI. CONSISTENCY OF BAYESIAN PARAMETER ESTIMATION. Problems of Information Transmission. 1981 Jan 1;17(1):42–49.
Published In
Problems of Information Transmission
ISSN
0032-9460
Publication Date
January 1, 1981
Volume
17
Issue
1
Start / End Page
42 / 49
Related Subject Headings
- Computation Theory & Mathematics
- 4901 Applied mathematics
- 4606 Distributed computing and systems software
- 4009 Electronics, sensors and digital hardware
- 1005 Communications Technologies
- 0805 Distributed Computing
- 0802 Computation Theory and Mathematics