TY  - CHAP
CY  - York
ID  - iiasa13668
UR  - https://pure.iiasa.ac.at/id/eprint/13668/
A1  - Yashin, Y.
N2  - 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.
M1  - 7
TI  - Martingale Approach to Identification of Stochastic Systems
AV  - none
EP  - 1760
Y1  - 1985///
PB  - IFAC
T3  - IFAC Proceedings
SN  - 0080325424
SP  - 1755
T2  - Identification and System Parameter Estimation
ER  -