Estimation in hidden Markov models via efficient importance sampling

DOI10.3150/07--BEJ5163zbMath1127.62068arXiv0708.4152OpenAlexW3101995462MaRDI QIDQ2465275

Cheng-Der Fuh, Inchi Hu

Publication date: 9 January 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.4152

zbMATH Keywords

bootstrapasymptotic variancePoisson equationLANMarkov random walkPoisson examplelocally asymptotical normaltwisting formula

Mathematics Subject Classification ID

Related Items (1)

A Self-Normalized Central Limit Theorem for Markov Random Walks

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