On minimum distance estimation in recurrent Markov step processes. II

DOI10.1023/A:1003525428320zbMath0933.62080OpenAlexW2049373050MaRDI QIDQ1280562

Reinhard Hoepfner, Yury A. Kutoyants

Publication date: 2 April 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003525428320

zbMATH Keywords

stochastic expansionminimum distance estimatorsMarkov step processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)