scientific article; zbMATH DE number 50257

MaRDI QIDQ3999974zbMATH OpenFDO

Authors R. Höpfner

Publication date 18 September 1992

zbMATH Keywords

convergence propertiesrecurrentlocal asymptotic mixed normalityergodic modelsnonergodic modelsdecomposition of log-likelihood ratio processesMarkov step processscore function martingalequadratic characteristicshrinking neighbourhoods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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(4)

• On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
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• On Piecing Together Locally Defined Markov Processes
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