Non singularity of the asymptotic Fisher information matrix in hidden Markov models
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Publication:6476362
arXivmath/0511631MaRDI QIDQ6476362FDOQ6476362
Authors: Randal Douc 
Publication date: 25 November 2005
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.
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