Maximum spacing estimation for hidden Markov models

DOI10.1007/S11203-025-09325-WMaRDI QIDQ6964783zbMATH OpenFDO

Authors K. Kuljus, B. Ranneby

Publication date 4 July 2025

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11203-025-09325-W

zbMATH Keywords

consistencydependent observationshidden Markov modelsmaximum spacing methodmodel validationparameter estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Cites work

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Cited in

(1)

• Maximum spacing estimation for multivariate observations under a general class of information-type measures for misspecified models

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