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Least squares type estimation of the transition density of a particular hidden Markov chain - MaRDI portal

Least squares type estimation of the transition density of a particular hidden Markov chain (Q2426823)

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Least squares type estimation of the transition density of a particular hidden Markov chain
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    Least squares type estimation of the transition density of a particular hidden Markov chain (English)
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    14 May 2008
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    model selection
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    rate of convergence
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