Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models

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Publication:1807129

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DOI10.1214/aos/1024691255zbMath0932.62097OpenAlexW1968668741MaRDI QIDQ1807129

Ya'acov Ritov, Tobias Rydén, Peter J. Bickel

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691255

zbMATH Keywords

asymptotic normality incomplete data hidden Markov models missing data

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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