eprintid: 13668
rev_number: 7
eprint_status: archive
userid: 353
dir: disk0/00/01/36/68
datestamp: 2016-08-11 07:41:03
lastmod: 2021-08-27 17:41:31
status_changed: 2016-08-11 07:41:03
type: book_section
metadata_visibility: show
item_issues_count: 1
creators_name: Yashin, Y.
creators_id: AL1394
title: Martingale Approach to Identification of Stochastic Systems
ispublished: pub
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.
date: 1985
date_type: published
publisher: IFAC
creators_browse_id: 2535
full_text_status: none
series: IFAC Proceedings
volume: 7
place_of_pub: York
pagerange: 1755-1760
refereed: TRUE
isbn: 0080325424
book_title: Identification and System Parameter Estimation
coversheets_dirty: FALSE
fp7_project: no
fp7_type: info:eu-repo/semantics/bookPart
citation:   Yashin, Y. <https://pure.iiasa.ac.at/view/iiasa/2535.html>  (1985).  Martingale Approach to Identification of Stochastic Systems.    In:  Identification and System Parameter Estimation.  pp. 1755-1760 York: IFAC.  ISBN 0080325424