Consistency of the maximum likelihood estimator for general hidden Markov models (Q2429938): Difference between revisions

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+Ramon van Handel
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+MaRDI publication profile
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+.4480
@@ Property / arXiv ID: 0912.4480 / rank @@
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@@ Property / cites work @@
+A tail inequality for suprema of unbounded empirical processes with applications to Markov chains
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+The strong ergodic theorem for densities: Generalized Shannon-McMillan- Breiman theorem
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+Statistical Inference for Probabilistic Functions of Finite State Markov Chains
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+Stochastic optimal control. The discrete time case
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+Q4836494
@@ Property / cites work: Q4836494 / rank @@
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+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
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@@ Property / cites work @@
+Hidden Markov chains and the analysis of genome structure
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@@ Property / cites work @@
+Asymptotics of the maximum likelihood estimator for general hidden Markov models
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+Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
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+Q4388221
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+Normal rank
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+Correlation functions of a function of a finite-state Markov process with application to channel kinetics
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+Efficient likelihood estimation in state space models
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+Leroux's method for general hidden Markov models
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+A Liapounov bound for solutions of the Poisson equation
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+Hoeffding's inequality for uniformly ergodic Markov chains
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+Q3374309
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+Hidden Markov Models for Speech Recognition
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+Regeneration and general Markov chains
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+Basic properties of the projective product with application to products of column-allowable nonnegative matrices
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+Maximum-likelihood estimation for hidden Markov models
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+Hidden Markov models in finance
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+The positive-divergence and blowing-up properties
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+Markov chains and stochastic stability
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+Probabilistic Functions of Finite State Markov Chains
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+Bounds on regeneration times and convergence rates for Markov chains
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+Weak convergence and empirical processes. With applications to statistics
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+The stability of conditional Markov processes and Markov chains in random environments
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+Probability with Martingales
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