Asymptotic properties of the MLE in hidden Markov models

ECC 1997 - European Control Conference

Volumn , Issue , 1997, Pages 3440-3445

  Le Glandv, F ^a   Mevel, L ^a  

^a CAMPUS DE BEAULIEU   (France)

Author keywords

Estimation; HMM; Stochastic

Indexed keywords

ESTIMATION; MAXIMUM LIKELIHOOD ESTIMATION; STOCHASTIC SYSTEMS; TRELLIS CODES;

ASYMPTOTIC BEHAVIOUR; ASYMPTOTIC PROPERTIES; KULLBACK-LEIBLER INFORMATION; MAXIMUM LIKELIHOOD ESTIMATORS (MLE); MULTIDIMENSIONAL OBSERVATION; STANDARD ASSUMPTIONS; STOCHASTIC; TRANSITION PROBABILITY MATRIX;

HIDDEN MARKOV MODELS;

EID: 84983161994     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.23919/ecc.1997.7082645     Document Type: Conference Paper

References (9)

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