Asymptotic properties for a statistical model of an \(\mathbb{R}^d\)-valued Markov chain.

zbMath0751.60030MaRDI QIDQ1185276

H. Sadi, Lucia Ladelli

Publication date: 28 June 1992

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1991__27_4_519_0

zbMATH Keywords

Hellinger processesconvergence of statistical experimentspositive recurrent Markov chain

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Discrete-time Markov processes on general state spaces (60J05) Functional limit theorems; invariance principles (60F17)

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