Maximum likelihood estimation in hidden Markov models with inhomogeneous noise (Q5228348)
From MaRDI portal
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 |
Statements
Maximum likelihood estimation in hidden Markov models with inhomogeneous noise (English)
0 references
12 August 2019
0 references
inhomogeneous hidden Markov models
0 references
quasi-maximum likelihood estimation
0 references
strong consistency
0 references
robustness
0 references
asymptotic mean stationarity
0 references
0 references
0 references
0 references
0 references
0 references
