scientific article; zbMATH DE number 50257

zbMATH Open0744.62118MaRDI QIDQ3999974FDOQ3999974

Authors: R. Höpfner 

Publication date: 18 September 1992

Title of this publication is not available (Why is that?)

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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)

Cited In (4)

• On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models
• Title not available (Why is that?)
• Asymptotic inference for Markov step processes: Observation up to a random time
• On Piecing Together Locally Defined Markov Processes

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