Consistency of the maximum likelihood estimator for general hidden Markov models
Consider a parametrized family of general hidden Markov models, where both the observed
and unobserved components take values in a complete separable metric space. We prove …
and unobserved components take values in a complete separable metric space. We prove …
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
R Douc, E Moulines - 2012 - projecteuclid.org
Abstract Let (Y_k)_k∈Z be a stationary sequence on a probability space (Ω,A,P) taking
values in a standard Borel space Y. Consider the associated maximum likelihood estimator …
values in a standard Borel space Y. Consider the associated maximum likelihood estimator …