State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models (Q4558185)

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scientific article; zbMATH DE number 6982330
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State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models
scientific article; zbMATH DE number 6982330

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    21 November 2018
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    hidden Markov model
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    model selection
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    nonparametric density estimation
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    oracle inequality
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    adaptive minimax estimation
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    spectral method
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    least squares method
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    math.ST
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    stat.TH
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