Asymptotics of the maximum likelihood estimator for general hidden Markov models (Q5949611): Difference between revisions
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scientific article; zbMATH DE number 1676085
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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