The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains (Q341618)
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scientific article; zbMATH DE number 6653640
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| English | The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains |
scientific article; zbMATH DE number 6653640 |
Statements
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains (English)
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16 November 2016
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hidden Markov models
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consistency
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ergodicity
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maximum likelihood estimators
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observation-driven models
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time series
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0.8284600377082825
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0.8237339854240417
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0.8116707801818848
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0.8015038371086121
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0.795441210269928
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