Almost sure parameter estimation and convergence rates for hidden Markov models
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Publication:1128433
DOI10.1016/S0167-6911(97)00076-5zbMath0902.93066MaRDI QIDQ1128433
Robert J. Elliott, John B. Moore
Publication date: 13 August 1998
Published in: Systems \& Control Letters (Search for Journal in Brave)
Related Items (9)
Fractional Diffusion with Partial Observations ⋮ Estimation for hidden Markov random fields ⋮ An ergodic theorem for filtering with applications to stability ⋮ Almost sure parameter estimation and convergence rates for hidden Markov models ⋮ Drift and volatility estimation in discrete time ⋮ Kalman filtering for linear systems with coefficients driven by a hidden Markov jump process ⋮ Asymptotic properties of MLE for partially observed fractional diffusion system ⋮ Kalman filtering of a space-time Markov random field ⋮ A representation result for finite Markov chains
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