Hidden Markov model likelihoods and their derivatives behave like I.I.D. ones

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 38, Issue 6, 2002, Pages 825-846

  Bickel, Peter J ^a   Ritov, Ya'acov ^b   Rydén, Tobias ^c  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^c LUND UNIVERSITY   (Sweden)

Author keywords

Asymptotic normality; Hidden Markov model; Incomplete data; Missing data

Indexed keywords

EID: 0036845578     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(02)01134-2     Document Type: Article

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