ON LIKELIHOOD ESTIMATION FOR DISCRETELY OBSERVED MARKOV JUMP PROCESSES

DOI10.1111/j.1467-842X.2006.00466.xzbMath1117.62082OpenAlexW2049568976MaRDI QIDQ3592377

Dominique Dehay, Jian-feng Yao

Publication date: 13 September 2007

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2006.00466.x

zbMATH Keywords

Lyapunov methodsimulationsdiscrete observationslikelihood estimatorrecurrence condition

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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