Statistics of ridden Markov chains, finite state space, nonstationary case

被引：7

作者：

Bakry, D ^{[1
]}

Milhaud, X ^{[1
]}

Vandekerkhove, P ^{[1
]}

机构：

[1] UNIV MONTPELLIER 2,LAB PROBABIL & STAT,EA 720,F-34095 MONTPELLIER 5,FRANCE

来源：

COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1997年 / 325卷 / 02期

关键词：

D O I：

10.1016/S0764-4442(97)84600-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This Note is concerned with the inferential properties of nonstationary hidden Markov chain models. We prove, under mild conditions, local asymptotic normality of the statistical model, together with the consistency and the asymptotic normality of the maximum likelihood estimator.

引用

页码：203 / 206

页数：4

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