Parametric estimation of hidden stochastic model by contrast minimization and deconvolution
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Publication:378917
DOI10.1007/s00184-013-0430-3zbMath1365.62077arXiv1202.2559MaRDI QIDQ378917
Publication date: 12 November 2013
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.2559
62M09: Non-Markovian processes: estimation
62F10: Point estimation
62M05: Markov processes: estimation; hidden Markov models
Related Items
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution, Parametric inference of autoregressive heteroscedastic models with errors in variables
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