Small Noise Asymptotics of the Bayesian Estimator in Nonidentifiable Models

Marc Joannides () and François Le Gland ()

Statistical Inference for Stochastic Processes, 2002, vol. 5, issue 1, 95-130

Keywords: Bayesian estimator; nonidentifiable model; nonlinear filtering; nonobservable system; small noise asymptotics; Laplace method; target motion analysis (search for similar items in EconPapers)
Date: 2002
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DOI: 10.1023/A:1013737907166

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