Non singularity of the asymptotic Fisher information matrix in hidden Markov models
From MaRDI portal
Publication:6476362
Abstract: In this paper, we consider a parametric hidden Markov model where the hidden state space is non necessarily finite. We provide a necessary and sufficient condition for the invertibility of the limiting Fisher information matrix.
This page was built for publication: Non singularity of the asymptotic Fisher information matrix in hidden Markov models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6476362)
