Almost sure parameter estimation and convergence rates for hidden Markov models
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Publication:1128433
DOI10.1016/S0167-6911(97)00076-5zbMATH Open0902.93066MaRDI QIDQ1128433FDOQ1128433
Authors: Robert J. Elliott, John Moore 
Publication date: 13 August 1998
Published in: Systems \& Control Letters (Search for Journal in Brave)
Cites Work
Cited In (18)
- Overall risk criterion estimation of hidden Markov model parameters
- Drift and volatility estimation in discrete time
- On the rate of convergence for the length of the longest common subsequences in hidden Markov models
- Convergence of the maximum a posteriori path estimator in hidden Markov models
- Approximation of stationary processes by hidden Markov models
- Estimation for hidden Markov random fields
- The complete realization problem for hidden Markov models: a survey and some new results
- A representation result for finite Markov chains
- Multiscale Stochastic Approximation for Parametric Optimization of Hidden Markov Models
- Almost sure parameter estimation and convergence rates for hidden Markov models
- Convergence of Markovian stochastic approximation for Markov random fields with hidden variables
- Kalman filtering of a space-time Markov random field
- Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process
- A correction to ``On approximation of smoothing probabilities for hidden Markov models
- Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility
- Fractional diffusion with partial observations
- An ergodic theorem for filtering with applications to stability
- Asymptotic properties of MLE for partially observed fractional diffusion system
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