Statistique de chaînes de Markov cachées à espace d'états fini. Le cas non stationnaire

DOI10.1016/S0764-4442(97)84600-9zbMath0891.62058MaRDI QIDQ4355287

Dominique Bakry, Xavier Milhaud, Pierre Vandekerkhove

Publication date: 22 June 1998

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalitylocal asymptotic normalitymaximum likelihood estimatornonstationary hidden Markov chain

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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