Statistique de chaînes de Markov cachées à espace d'états fini. Le cas non stationnaire
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Publication:4355287
DOI10.1016/S0764-4442(97)84600-9zbMath0891.62058MaRDI QIDQ4355287
Dominique Bakry, Xavier Milhaud, Pierre Vandekerkhove
Publication date: 22 June 1998
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
consistency; asymptotic normality; local asymptotic normality; maximum likelihood estimator; nonstationary hidden Markov chain
62F12: Asymptotic properties of parametric estimators
62M05: Markov processes: estimation; hidden Markov models
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