Inference in hidden Markov models. I: Local asymptotic normality in the stationary case. (Q1815786)
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English | Inference in hidden Markov models. I: Local asymptotic normality in the stationary case. |
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Inference in hidden Markov models. I: Local asymptotic normality in the stationary case. (English)
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1996
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geometric ergodicity
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hidden Markov models
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local asymptotic normality
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maximum likelihood
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