지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 저널정보
- 한국통계학회 JKSS(Journal of the Korean Statistical Society) Journal of the Korean Statistical Society 제28권 제1호
- 발행연도
- 1999.1
- 수록면
- 93 - 106 (14page)
이용수
초록· 키워드
오류제보하기
In this paper we consider estimation of a real valued parameter in the drift coefficient of a Hilbert space valued Ito stochastic differential equation. First we consider observation of the corresponding diffusion in a fixed time interval [0, T] and prove the Bernstein - von Mises theorem concerning the convergence of posterior distribution of the parameter given the observation, suitably normalised and centered at the MLE, to the normal distribution as Tlongrightarrow$\infty$. As a consequence, the Bayes estimator of the drift parameter becomes asymptotically efficient and asymptotically equivalent to the MLE as Tlongrightarrow$\infty$. Next, we consider observation in a random time interval where the random time is determined by a predetermined level of precision. We show that the sequential MLE is better than the ordinary MLE in the sense that the former is unbiased, uniformly normally distributed and efficient but is latter is not so.
목차
등록된 정보가 없습니다.
참고문헌 (0)
참고문헌 신청함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
Parameter Estimation for a Hilbert Space-valued Stochastic Differential Equation ？$\pm$
JKSS(Journal of the Korean Statistical Society)
2002 .01
-
뽕잎 발효 효소액 김치의 품질특성 및 중학교 급식 수응도 평가
한국생활과학회지
2014 .06
-
Bayesian Estimation for the Half Logistic Distribution Based on Type II Censored Samples
Journal of The Korean Data Analysis Society
2011 .01
-
Parameter Estimation for an Infinite Dimensional Stochastic Differential Equation
JKSS(Journal of the Korean Statistical Society)
1996 .01
-
Bayesian Inference of the Parameters from the Beta Log-logistic Model based on Progressive Type-II Censoring
Journal of The Korean Data Analysis Society
2018 .01
-
An Empiricla Bayes Estimation of Multivariate nNormal Mean Vector
JKSS(Journal of the Korean Statistical Society)
1986 .01
-
Parametric Estimations for Parameter Changes in the Exponential Distribution
한국데이터정보과학회지
2005 .03
-
SEQUENTIAL CONFIDENCE INTERVALS WITH ${\beta}-PROTECTION$ IN A NORMAL DISTRIBUTION HAVING EQUAL MEAN AND VARIANCE
Journal of applied mathematics & computing
2007 .01
-
Estimating the parameter of an exponential distribution under multiply type II hybrid censoring
한국데이터정보과학회지
2018 .05
-
Bayes Estimation of Two Ordered Exponential Means
한국데이터정보과학회지
2004 .03
-
Reliability Estimation in the Mixed Distribution of Exponential and Geometric Distributions
Journal of The Korean Data Analysis Society
2012 .01
-
Jackknife Estimation in an Exponential Model
한국데이터정보과학회지
2004 .03
-
Sequential Confidence Intervals for Quantiles Based on Recursive Density Estimators
JKSS(Journal of the Korean Statistical Society)
1999 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0