Inference in hidden Markov models I: Local asymptotic normality in the stationary case

Bernoulli

Volumn 2, Issue 3, 1996, Pages 199-228

  Bickel, Peter J ^a   Ritov, Ya’acov ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Geometric ergodicity; Hidden Markov models; Local asymptotic normality; Maximum likelihood

Indexed keywords

EID: 0000729652     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1178291719     Document Type: Article

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