Consistent and asymptotically normal parameter estimates for hidden Markov models

DOI10.1214/aos/1176325762zbMath0831.62060OpenAlexW2062554530MaRDI QIDQ1896242

Tobias Rydén

Publication date: 13 February 1996

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

Full work available at URL: https://doi.org/10.1214/aos/1176325762

zbMATH Keywords

consistencyasymptotic normalityregenerative processhidden Markov modelsidentifiabilitymaximum-likelihood estimatemaximum split data likelihood estimates

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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