Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
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Publication:4969183
Authors: Elisabeth Gassiat, Sylvain Le Corff, Luc Lehéricy 
Publication date: 5 October 2020
Full work available at URL: https://arxiv.org/abs/1902.01070
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Cited In (12)
- Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
- Uniform consistency in nonparametric mixture models
- On random translation models
- Minimax adaptive estimation of nonparametric hidden Markov models
- Nonparametric finite translation hidden Markov models and extensions
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Nonparametric model validations for hidden Markov models with applications in financial econometrics
- Identifiability of discrete input–output hidden Markov models with external signals
- State-by-state minimax adaptive estimation for nonparametric hidden Markov models
- Nonparametric identification and maximum likelihood estimation for hidden Markov models
- Nonparametric regression on hidden \(\Phi\)-mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure
- Deconvolution with unknown noise distribution is possible for multivariate signals
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