Maximum likelihood estimator and Kullback - Leibler information in misspecified Markov chain models

DOI10.4213/TVP1718MaRDI QIDQ3842384zbMATH OpenOpenAlexFDO

Authors Wolfgang Wefelmeyer, Priscilla Greenwood

Publication date 21 January 1999

Published in Teoriya Veroyatnostei i ee Primeneniya (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4213/tvp1718

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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• Robustness of iterated function systems of Lipschitz maps
• Weighted least squares estimators in possibly misspecified nonlinear regression

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