Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
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Publication:741804
DOI10.1214/12-AOS1047zbMath1373.62436arXiv1110.0356MaRDI QIDQ741804
Publication date: 15 September 2014
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1110.0356
maximum likelihood estimator; hidden Markov models; state space models; strong consistency; misspecified models
62F12: Asymptotic properties of parametric estimators
62M09: Non-Markovian processes: estimation
62M05: Markov processes: estimation; hidden Markov models