Finite Sample Properties of the Maximum Likelihood Estimator and of Likelihood Ratio Tests in Hidden Markov Models

2001 ◽  
Vol 43 (7) ◽  
pp. 863-879 ◽  
Author(s):  
S. Michalek ◽  
M. Wagner ◽  
J. Timmer ◽  
W. Vach
Keyword(s):  
Maximum Likelihood ◽  
Hidden Markov Models ◽  
Maximum Likelihood Estimator ◽  
Likelihood Ratio ◽  
Markov Models ◽  
Hidden Markov ◽  
Likelihood Ratio Tests ◽  
Finite Sample ◽  
Likelihood Estimator ◽  
Finite Sample Properties

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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