Convergence rates of the Maximum Likelihood estimator of Hidden Markov Models

Proceedings of the IEEE Conference on Decision and Control

Volumn 5, Issue , 2000, Pages 4691-4696

  Mevel, Laurent ^a   Finesso, Lorenzo ^b  

^a CAMPUS DE BEAULIEU   (France)

^b Istituto di Ingeneria Biomedica del CNR   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; MARKOV PROCESSES; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; SET THEORY; STATE SPACE METHODS;

HIDDEN MARKOV MODELS; PREDICTION FILTER;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 0034442385     PISSN: 01912216     EISSN: None     Source Type: Journal    
DOI: 10.1109/CDC.2001.914668     Document Type: Article

References (10)

1. Asymptotic behaviour of the MLE in hidden Markov models
2. Some properties of the projective product, with applications to products of column-allowable nonnegative matrices
3. Exponential forgetting and geometric ergodicity in HMM's
4. Bayesian estimation of hidden Markov models
5. Maximum-likelihood estimation for hidden Markov models
6. Probabilistic functions of finite state Markov chains
7. ML principle and model selection when the true model is unspecified
8. Asymptotic normality of the MLE for general HMM