Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels

M.C.M. de Gunst, O.V. Shcherbakova

Research output: Contribution to JournalArticleAcademicpeer-review

Abstract

In this paper we study the asymptotic behavior of Bayes estimators for hidden Markov models as the number of observations goes to infinity. The theorem that we prove is similar to the Bernstein-von Mises theorem on the asymptotic behavior of the posterior distribution for the case of independent observations. We show that our theorem is applicable to a wide class of hidden Markov models. We also discuss the implication of the theorem's assumptions for several models that are used in practical applications such as ion channel kinetics. © 2008 Allerton Press, Inc.
Original languageEnglish
Pages (from-to)342-356
JournalMathematical Methods of Statistics
Volume17
Issue number4
DOIs
Publication statusPublished - 2008

Fingerprint Dive into the research topics of 'Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels'. Together they form a unique fingerprint.

Cite this