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- W2040656013 abstract "L'objet de cette Note est d'étudier, sous des conditions simples, la normalité asymptotique locale du modèle statistique associé à une chaîne de Markov cachée homogène, à espace fini d'états, de condition initiale déterministe, ainsi que la consistance et la normalité asymptotique de l'estimateur du maximum de vraisemblance. 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." @default.
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- W2040656013 date "1997-07-01" @default.
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- W2040656013 title "Statistique de chaînes de Markov cachées à espace d'états fini. Le cas non stationnaire" @default.
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- W2040656013 doi "https://doi.org/10.1016/s0764-4442(97)84600-9" @default.
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