Analyticity, Convergence, and Convergence Rate of Recursive Maximum-Likelihood Estimation in Hidden Markov Models

DOI10.1109/TIT.2010.2081110zbMath1366.62166arXiv0904.4264OpenAlexW1974006687MaRDI QIDQ5281191

Vladislav B. Tadić

Publication date: 27 July 2017

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

Full work available at URL: https://arxiv.org/abs/0904.4264

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Detection theory in information and communication theory (94A13)

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