<mets:mets OBJID="eprint_13668" LABEL="Eprints Item" xsi:schemaLocation="http://www.loc.gov/METS/ http://www.loc.gov/standards/mets/mets.xsd http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-3.xsd" xmlns:mets="http://www.loc.gov/METS/" xmlns:mods="http://www.loc.gov/mods/v3" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"><mets:metsHdr CREATEDATE="2024-01-01T20:52:13Z"><mets:agent ROLE="CUSTODIAN" TYPE="ORGANIZATION"><mets:name>IIASA Repository</mets:name></mets:agent></mets:metsHdr><mets:dmdSec ID="DMD_eprint_13668_mods"><mets:mdWrap MDTYPE="MODS"><mets:xmlData><mods:titleInfo><mods:title>Martingale Approach to Identification of Stochastic Systems</mods:title></mods:titleInfo><mods:name type="personal"><mods:namePart type="given">Y.</mods:namePart><mods:namePart type="family">Yashin</mods:namePart><mods:role><mods:roleTerm type="text">author</mods:roleTerm></mods:role></mods:name><mods:abstract>The paper deals with the convergence property of Bayesian estimators. The necessary and sufficient conditions for convergence are given in terms of singularity and absolute continuity properties for some family of probability measures. These conditions are specified for a wide class of stochastic processes called semimartingales. The approach can be applied to both continuous time and discrete time stochastic processes. Examples illustrating the theory are given.</mods:abstract><mods:originInfo><mods:dateIssued encoding="iso8601">1985</mods:dateIssued></mods:originInfo><mods:originInfo><mods:publisher>IFAC</mods:publisher></mods:originInfo><mods:genre>Book Section</mods:genre></mets:xmlData></mets:mdWrap></mets:dmdSec><mets:amdSec ID="TMD_eprint_13668"><mets:rightsMD ID="rights_eprint_13668_mods"><mets:mdWrap MDTYPE="MODS"><mets:xmlData><mods:useAndReproduction>
<p xmlns="http://www.w3.org/1999/xhtml"><strong>For work being deposited by its own author:</strong>
In self-archiving this collection of files and associated bibliographic
metadata, I grant IIASA Repository the right to store
them and to make them permanently available publicly for free on-line.
I declare that this material is my own intellectual property and I
understand that IIASA Repository does not assume any
responsibility if there is any breach of copyright in distributing these
files or metadata. (All authors are urged to prominently assert their
copyright on the title page of their work.)</p>

<p xmlns="http://www.w3.org/1999/xhtml"><strong>For work being deposited by someone other than its
author:</strong> I hereby declare that the collection of files and
associated bibliographic metadata that I am archiving at
IIASA Repository) is in the public domain. If this is
not the case, I accept full responsibility for any breach of copyright
that distributing these files or metadata may entail.</p>

<p xmlns="http://www.w3.org/1999/xhtml">Clicking on the deposit button indicates your agreement to these
terms.</p>
    </mods:useAndReproduction></mets:xmlData></mets:mdWrap></mets:rightsMD></mets:amdSec><mets:fileSec></mets:fileSec><mets:structMap><mets:div DMDID="DMD_eprint_13668_mods" ADMID="TMD_eprint_13668"></mets:div></mets:structMap></mets:mets>