Prakasa Rao, B. L. S. (2000) Bayes estimation for some stochastic partial differential equations Journal of Statistical Planning and Inference, 91 (2). pp. 511-524. ISSN 0378-3758
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S03783...
Related URL: http://dx.doi.org/10.1016/S0378-3758(00)00196-8
Abstract
The analogues of the Bernstein–von Mises theorem for two type of parabolic stochastic partial differential equations were developed. Asymptotic properties of Bayes estimators for the parameters are investigated following the results on maximum likelihood estimators for such equations discussed by Huebner et al. (in: Stochastic Processes: A Festschrift in Honour of Gopinath Kallianpur. Springer, New York, 1993, pp. 149–160).
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Bernstein–von Mises Theorem; Parabolic Stochastic Partial Differential Equations; Maximum Likelihood Estimation; Bayes Estimation |
| ID Code: | 37503 |
| Deposited On: | 26 Apr 2011 12:43 |
| Last Modified: | 26 Apr 2011 12:43 |
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