Consistent and asymptotically normal parameter estimates for hidden Markov models
type: Item
instance of: scholarly article
title: Consistent and asymptotically normal parameter estimates for hidden Markov models
zbMATH Open document ID: 0831.62060
author: Tobias Rydén
published in: The Annals of Statistics
publication date: 1996-02-13T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 788290
zbMATH Keywords: maximum split data likelihood estimates
zbMATH Keywords: hidden Markov models
zbMATH Keywords: consistency
zbMATH Keywords: identifiability
zbMATH Keywords: regenerative process
zbMATH Keywords: maximum-likelihood estimate
zbMATH Keywords: asymptotic normality
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176325762
OpenAlex ID: W2062554530
DOI: 10.1214/AOS/1176325762
description: scientific article; zbMATH DE number 788290