Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models

DOI10.1214/12-AOS1047zbMath1373.62436arXiv1110.0356OpenAlexW1973318723MaRDI QIDQ741804

Randal Douc, Eric Moulines

Publication date: 15 September 2014

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.0356

zbMATH Keywords

maximum likelihood estimatorhidden Markov modelsstate space modelsstrong consistencymisspecified models

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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