Year: 1994
Type: article
Abstract: Hidden Markov models are today widespread for modeling of various phenomena. It has recently been shown by Leroux that the maximum-likelihood estimate (MLE) of the parameters of a such a model is consistent, and local asymptotic normality has been proved by Bickel and Ritov. In this paper we propose a new class of estimates which are consistent, asymptotically normal and almost as good as the MLE.
Source: The Annals of Statistics
Author: Tobias Ryden
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: bronze
OpenAlex ID: W2062554530