Leroux's method for general hidden Markov models

DOI10.1016/j.spa.2005.10.005zbMath1099.60022OpenAlexW2029473734MaRDI QIDQ2490057

Valentine Genon-Catalot, Catherine Larédo

Publication date: 28 April 2006

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2005.10.005

zbMATH Keywords

likelihoodMarkov chainsubadditive ergodic theoremconditional likelihoodparametric inferencediscrete time filtering

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Identification in stochastic control theory (93E12) General theory of stochastic processes (60G07)

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