Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models
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Publication:2074280
DOI10.1214/21-EJS1890zbMath1493.62509arXiv1807.03997OpenAlexW2871815034MaRDI QIDQ2074280
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
model selectionhidden Markov modelmaximum likelihood estimatornonparametric statisticsoracle inequalitymisspecified model
Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Non-Markovian processes: estimation (62M09)
Uses Software
Cites Work
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