Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones

Peter J. Bickel; Ya'acov Ritov; Tobias Rydén

Annales de l'I.H.P. Probabilités et statistiques (2002)

  • Volume: 38, Issue: 6, page 825-846
  • ISSN: 0246-0203

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Bickel, Peter J., Ritov, Ya'acov, and Rydén, Tobias. "Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones." Annales de l'I.H.P. Probabilités et statistiques 38.6 (2002): 825-846. <http://eudml.org/doc/77743>.

@article{Bickel2002,
author = {Bickel, Peter J., Ritov, Ya'acov, Rydén, Tobias},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {incomplete data; missing data; asymptotic normality; asymptotic expansions; higher order asymptotics; hidden Markov models},
language = {eng},
number = {6},
pages = {825-846},
publisher = {Elsevier},
title = {Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones},
url = {http://eudml.org/doc/77743},
volume = {38},
year = {2002},
}

TY - JOUR
AU - Bickel, Peter J.
AU - Ritov, Ya'acov
AU - Rydén, Tobias
TI - Hidden Markov model likelihoods and their derivatives behave like i.i.d. ones
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2002
PB - Elsevier
VL - 38
IS - 6
SP - 825
EP - 846
LA - eng
KW - incomplete data; missing data; asymptotic normality; asymptotic expansions; higher order asymptotics; hidden Markov models
UR - http://eudml.org/doc/77743
ER -

References

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