Statistics of hidden Markov chains, finite state space, nonstationary case;Statistique de chaînes de Markov cachées à espace d'états fini. Le cas non stationnaire

Comptes Rendus de l'Academie des Sciences - Series I: Mathematics

Volumn 325, Issue 2, 1997, Pages 203-206

  Bakry, Dominique ^a   Milhaud, Xavier ^a   Vandekerkhove, Pierre ^b  

^a INSTITUT DE MATHÉMATIQUES DE TOULOUSE   (France)

^b UNIV MONTPELLIER   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031190844     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(97)84600-9     Document Type: Article

References (9)

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3. [3] Bickel P. J. et Ritov Y., 1996. Inference in hidden Markov models I. Local asymptotic normality in the stationary case. Bernouilli. 2, 3, p. 199-228.
4. [4] Churchill G., 1992. Hidden Markov chains and the analysis of genome structure. Computers in Chemistry.
5. [5] Rabiner L. R., 1989. A tutorial on hidden Markov models and selected applications in speech recognition. Proc. IEEE, 77, p. 257-284.
6. [6] LeCam L. et Yang G., 1990. Asymptotics in statistics. Some Basic Concepts. Springer Verlag, New York.
7. [7] Leroux B., 1992. Maximum likelihood estimation for hidden Markov models. Stoch. Processes and their Applications, 40, p. 127-143.
8. [8] Petrie T., 1969. Probabilistic functions of finite state Markov chains. Ann. Math. Statist., 40, p. 97-115.
9. [9] Rydén T., 1994. Consistent and asymptotically normal parameter estimates for hidden Markov models, Ann. Statist., 22, p. 1884-1895.