Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models

DOI10.1214/21-EJS1890zbMath1493.62509arXiv1807.03997OpenAlexW2871815034MaRDI QIDQ2074280

Luc Lehéricy

Publication date: 9 February 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.03997

zbMATH Keywords

model selectionhidden Markov modelmaximum likelihood estimatornonparametric statisticsoracle inequalitymisspecified model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Non-Markovian processes: estimation (62M09)

Uses Software

• HMMmix

Cites Work

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