Asymptotical statistics of misspecified hidden Markov models

IEEE Transactions on Automatic Control

Volumn 49, Issue 7, 2004, Pages 1123-1132

  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

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; CONVERGENCE OF NUMERICAL METHODS; ERROR ANALYSIS; INTEGRATION; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; POISSON EQUATION; PROBABILITY DISTRIBUTIONS; SIGNAL FILTERING AND PREDICTION; STATE SPACE METHODS; THEOREM PROVING;

GAUSSIAN RANDOM VARIABLES; HIDDEN MARKOV MODELS;

MARKOV PROCESSES;

EID: 3843066715     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2004.831156     Document Type: Article

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