On Bahadur efficiency of the maximum likelihood estimator in hidden Markov models

Statistica Sinica

Volumn 14, Issue 1, 2004, Pages 127-154

  Fuh, Cheng Der ^a,b  

^a ACADEMIA SINICA   (Taiwan)

^b INSTITUTE OF STATISTICAL SCIENCE   (Taiwan)

Author keywords

Consistency; Efficiency; Hidden Markov models; Large deviations; Maximum likelihood; Missing data; Products of random matrices

Indexed keywords

EID: 1842539365     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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