Free Access
Issue |
ESAIM: PS
Volume 5, 2001
|
|
---|---|---|
Page(s) | 225 - 242 | |
DOI | https://doi.org/10.1051/ps:2001110 | |
Published online | 15 August 2002 |
- P. Bickel and Y. Ritov, Inference in hidden Markov models. I. Local asymptotic normality in the stationary case. Bernoulli 2 (1996) 199-228. [CrossRef] [MathSciNet] [Google Scholar]
- P. Bickel and Y. Ritov, Asymptotic normality for the maximum likelihood estimator for general hidden Markov models. Ann. Statist. 26 (1998) 1614-1635. [Google Scholar]
- G. Dohnal, On estimating the diffusion coefficient. J. Appl. Probab. 24 (1987) 105-114. [Google Scholar]
- V. Genon-Catalot and J. Jacod, On the estimation of the diffusion coefficient for multidimensional diffusion processes. Ann. Inst. H. Poincaré Probab. Statist. 29 (1993) 119-153. [Google Scholar]
- V. Genon-Catalot and J. Jacod, Estimation of the diffusion coefficient for diffusion processes: random sampling. Scand. J. Statist. 21 (1994) 193-221. [Google Scholar]
- A. Gloter and J. Jacod, Diffusion with measurement error. II. Optimal estimators (2000). [Google Scholar]
- E. Gobet, LAMN property for elliptic diffusions (2000). [Google Scholar]
- J. Jacod and A. Shiryaev, Limit Theorems for Stochastic Processes. Springer-Verlag, Berlin (1987). [Google Scholar]
- J.L. Jensen and N. Petersen, Asymptotic normality of the Maximum likelihood estimator in state space models. Ann. Statist. 27 (1999) 514-535. [CrossRef] [MathSciNet] [Google Scholar]
- B. Leroux, Maximum likelihood estimation for hidden Markov models. Stochastic Process. Appl. 40 (1992) 127-143. [CrossRef] [MathSciNet] [Google Scholar]
- L. LeCam and G.L. Yang, Asymptotics in Statistics. Springer-Verlag, Berlin (1990). [Google Scholar]
- M.B. Malyutov and O. Bayborodin, Fitting diffusion and trend in noise via Mercer expansion, in Proc. 7th Int. Conf. on Analytical and Stochastic Modeling Techniques. Hamburg (2000). [Google Scholar]
- T. Ryden, Consistent and asymptotically normal estimators for hidden Markov models. Ann. Statist. 22 (1994) 1884-1895. [CrossRef] [MathSciNet] [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.