Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models

Bernoulli

Volumn 11, Issue 1, 2005, Pages 103-129

  Vandekerkhove, Pierre ^a  

^a UFR des Sciences et Technologie   (France)

Author keywords

Hidden Markov chain; Incomplete data; Markov chain; Mixture; Statistical inference

Indexed keywords

EID: 33845614334     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1110228244     Document Type: Article

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