On Minimum Distance Estimation in Recurrent Markov Step Processes. I

DOI10.1111/1467-9469.00049zbMath0922.62082OpenAlexW2062542811MaRDI QIDQ4221804

Reinhard Hoepfner, Yury A. Kutoyants

Publication date: 17 October 1999

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

Full work available at URL: https://doi.org/10.1111/1467-9469.00049

zbMATH Keywords

asymptotic normalitystopping timesminimum distance estimatorslocal asymptotic minimax boundMarkov step processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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