Least squares type estimation of the transition density of a particular hidden Markov chain
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Publication:2426823
DOI10.1214/07-EJS111zbMath1135.62064arXiv0801.2624OpenAlexW3104709917MaRDI QIDQ2426823
Publication date: 14 May 2008
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.2624
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)
Related Items (4)
Contrast estimation for noisy observations of diffusion processes via closed-form density expansions ⋮ Spline regression for hazard rate estimation when data are censored and measured with error ⋮ Some probability inequalities of least-squares estimator in non linear regression model with strong mixing errors ⋮ Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
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