Asymptotical Statistics of Misspecified Hidden Markov Models

DOI10.1109/TAC.2004.831156zbMath1365.93528OpenAlexW2068518213MaRDI QIDQ5273812

Laurent Mevel, Lorenzo Finesso

Publication date: 12 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2004.831156

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System identification (93B30) Identification in stochastic control theory (93E12)

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