Statistique de chaînes de Markov cachées à espace d'états fini. Le cas non stationnaire

DOI10.1016/S0764-4442(97)84600-9zbMATH Open0891.62058MaRDI QIDQ4355287FDOQ4355287

Authors: Dominique Bakry, Xavier Milhaud, P. Vandekerkhove 

Publication date: 22 June 1998

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

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zbMATH Keywords

asymptotic normalityconsistencymaximum likelihood estimatorlocal asymptotic normalitynonstationary hidden Markov chain

Mathematics Subject Classification ID

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

Cited In (6)

• Adaptive estimation of the transition density of a particular hidden Markov chain
• Least squares type estimation of the transition density of a particular hidden Markov chain
• A quantitative approach for polymerase chain reactions based on a hidden Markov model
• Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
• Inference in finite state space non parametric hidden Markov models and applications

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