This is a preview of subscription content, log in via an institution to check access.
References
Borwanker, J. D., Kallianpur, G. and Prakasa Rao, B. L. S. (1971). The Bernstein-von Mises theorem for Markov processes,Ann. Math. Statist.,42, 1241–1253.
Doob, J. L. (1953).Stochastic Processes, Wiley, New York.
Gänssler, P. (1972). Note on minimum contrast estimators for Markov processes,Metrika,19, 115–130.
Hipp, C. and Michel, R. (1976). On the Bernstein-von Mises approximation of posterior distributions,Ann. Statist.,4, 972–980.
Prakasa Rao, B. L. S. (1973). On the rate of convergence of estimators for Markov processes.Z. Wahrscheinlichkeitsth.,26, 141–152.
Prakasa Rao, B. L. S. (1978). On the rate of convergence of Bernstein-von Mises approximation for Markov processes,Serdica Bulgaricae Math. Publ.,4, 36–42.
Strasser, H. (1974). Asymptotic properties of posterior distributions,Z. Wahrscheinlichkeitsth.,35, 269–282.
Strasser, H. (1977). Improved bounds for the equivalence of Bayes and maximum likelihood estimation,Teor. Veroyat. Primen.,22, 358–370.
About this article
Cite this article
Prakasa Rao, B.L.S. The equivalence between (modified) bayes estimator and maximum likelihood estimator for Markov processes. Ann Inst Stat Math 31, 499–513 (1979). https://doi.org/10.1007/BF02480304
Received:
Revised:
Published:
Issue Date:
DOI: https://doi.org/10.1007/BF02480304