Extension of some large deviation results for posterior distributions |
| |
Affiliation: | Dipartimento di Matematica, Università di Roma Tor Vergata, Via della Ricerca Scientifica, I-00133 Roma, Italy |
| |
Abstract: | We consider a family of statistical models with positive unknown parameter (which includes some well-known models for censored exponential data) and some statistical models for samples from stationary Gaussian processes. We prove large deviation results for posterior distributions and, in some cases, also for maximum likelihood estimators. |
| |
Keywords: | Large deviations Stationary Gaussian process Short-range and long-range dependence |
本文献已被 ScienceDirect 等数据库收录! |
|