Convergence rates of the maximum likelihood estimator of hidden Markov models

2002 ◽  
Author(s):  
L. Mevel ◽  
L. Finesso
Keyword(s):  
Maximum Likelihood ◽  
Hidden Markov Models ◽  
Maximum Likelihood Estimator ◽  
Convergence Rates ◽  
Markov Models ◽  
Hidden Markov ◽  
Likelihood Estimator

scholarly journals Consistency of the maximum likelihood estimator for general hidden Markov models

2011 ◽  
Vol 39 (1) ◽  
pp. 474-513 ◽  
Author(s):  
Randal Douc ◽  
Eric Moulines ◽  
Jimmy Olsson ◽  
Ramon van Handel
Keyword(s):  
Maximum Likelihood ◽  
Hidden Markov Models ◽  
Maximum Likelihood Estimator ◽  
Markov Models ◽  
Hidden Markov ◽  
Likelihood Estimator
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