Maximum likelihood estimation in hidden Markov models with inhomogeneous noise (Q5228348)
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scientific article; zbMATH DE number 7091902
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation in hidden Markov models with inhomogeneous noise |
scientific article; zbMATH DE number 7091902 |
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Maximum likelihood estimation in hidden Markov models with inhomogeneous noise (English)
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12 August 2019
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inhomogeneous hidden Markov models
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quasi-maximum likelihood estimation
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strong consistency
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robustness
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asymptotic mean stationarity
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