Asymptotic Properties of Recursive Particle Maximum Likelihood Estimation

DOI10.1109/TIT.2020.3047761zbMath1473.62294OpenAlexW3116168490MaRDI QIDQ5001487

Arnaud Doucet, Vladislav Z. B. Tadić

Publication date: 22 July 2021

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2020.3047761

zbMATH Keywords

number of particlesrecursive maximum likelihood algorithmupper bounds on estimation error

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)

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