Exact Estimability in Conditional Models
(1986) Fifth Franco-Belgian Meeting of Statistician — Location: Luminy-Marseille (23.November.1984)
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- Authors
- Abstract
- The almost sure convergence of the sequence of posterior expectation is proved for jointly stationary process along with an assumption of conditional independence (conditionally on a subprocess). Stationary is examined from two no equivalent viewpoints: arbitrary time origin and shift invariance. Ergodicity on the conditioning subprocess is not assumed, eventually generalizing previous results.
- Affiliations
Université d'Aix Marseille GREQE
Citations
Florens, J.-P., Mouchart, M., & Rolin, J.-M. (1986). Exact Estimability in Conditional Models. In J.-P. Florens, M. Mouchart, J.-P. Raoult, J.-M. Rolin, L. Simar (ed.), Asymptotic theory fon non i.i.d. Processes (p. p. 121-144). Publications des Facultés Universitaires Saint-Louis. https://hdl.handle.net/2078.5/44972