Minimax adaptive estimation of nonparametric hidden Markov models

zbMath1419.62209arXiv1501.04787MaRDI QIDQ3188048

Claire Lacour, Yohann de Castro, Elisabeth Gassiat

Publication date: 16 August 2016

Full work available at URL: https://arxiv.org/abs/1501.04787

zbMATH Keywords

hidden Markov modelsnonparametric estimationoracle inequalitypenalized least-squaresminimax adaptive estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05)

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