Asymptotics of the maximum likelihood estimator for general hidden Markov models (Q5949611): Difference between revisions

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Latest revision as of 19:06, 19 March 2024

scientific article; zbMATH DE number 1676085
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English
Asymptotics of the maximum likelihood estimator for general hidden Markov models
scientific article; zbMATH DE number 1676085

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    Asymptotics of the maximum likelihood estimator for general hidden Markov models (English)
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    30 June 2002
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    consistency
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    asymptotic normality
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    maximum likelihood estimator
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    hidden Markov model
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    prediction filter
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    geometric ergodicity
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