Inference in hidden Markov models. I: Local asymptotic normality in the stationary case.
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Publication:1815786
DOI10.2307/3318520zbMath1066.62535OpenAlexW4250206648MaRDI QIDQ1815786
Ya'acov Ritov, Peter J. Bickel
Publication date: 1996
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1178291719
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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