Large deviations for random dynamical systems and applications to hidden Markov models

DOI10.1016/j.spa.2010.07.003zbMath1220.60017OpenAlexW2090632610MaRDI QIDQ617911

Shu-Lan Hu, Li-ming Wu

Publication date: 14 January 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.07.003

zbMATH Keywords

random dynamical systemslarge deviationmaximum likelihood estimatorhidden Markov models

Mathematics Subject Classification ID

Large deviations (60F10) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

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