Statistical Inference for Partially Hidden Markov Models

DOI10.1081/STA-200056845zbMath1074.62052MaRDI QIDQ4681067

Laurent Bordes, Pierre Vandekerkhove

Publication date: 14 June 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

hidden Markov chainincomplete dataMarkov chainstatistical inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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