Parametric estimation of hidden stochastic model by contrast minimization and deconvolution
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Publication:378917
DOI10.1007/s00184-013-0430-3zbMath1365.62077arXiv1202.2559OpenAlexW3123836281MaRDI 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
Non-Markovian processes: estimation (62M09) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)
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Parametric inference of autoregressive heteroscedastic models with errors in variables ⋮ Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
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