论文标题
关于一类Ergodic Markov模型的贝叶斯参数估计的一致性
On consistency of Bayesian parameter estimations for a class of ergodic Markov models
论文作者
论文摘要
显示了一类Ergodic离散马尔可夫链的贝叶斯估计值的一致性。使用J.L. Doob的方法，以前为I.I.D.提供。情况。对于具有未知参数的模型，金融数学的风险管理和其他应用程序，结果可能在可靠性理论中很有用。
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.
