Asymptotics of the maximum likelihood estimator for general hidden Markov models

Bernoulli

Volumn 7, Issue 3, 2001, Pages 381-420

  Douc, Randal ^a   Matias, Catherine ^b  

^a TELECOM PARISTECH   (France)

^b UNIVERSITÉ PARIS SUD   (France)

Author keywords

Asymptotic normality; Consistency; Geometric ergodicity; Hidden markov models; Identifiability; Maximum likelihood estimation

Indexed keywords

EID: 0000038252     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318493     Document Type: Article

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