Asymptotics of the maximum likelihood estimator for general hidden Markov models
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Publication:5949611
DOI10.2307/3318493zbMath0987.62018OpenAlexW2070071756MaRDI QIDQ5949611
Publication date: 30 June 2002
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1080004757
consistencyasymptotic normalityhidden Markov modelmaximum likelihood estimatorgeometric ergodicityprediction filter
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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