The maximizing set of the asymptotic normalized log-likelihood for
partially observed Markov chains

The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains

30 September 2015

Francois Roueff

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Papers citing "The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains"

7 / 7 papers shown

Title
Handy sufficient conditions for the convergence of the maximum likelihood estimator in observation-driven models Randal Douc François Roueff Tepmony Sim AI4TS 39 8 0 05 Jun 2015
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator Randal Douc P. Doukhan Eric Moulines AI4TS 52 77 0 17 Oct 2012
Theory and Inference for a Class of Observation-driven Models with Application to Time Series of Counts Richard A. Davis Heng Liu AI4TS 65 64 0 17 Apr 2012
Absolute regularity and ergodicity of Poisson count processes Michael H. Neumann 47 167 0 05 Jan 2012
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models Randal Douc Eric Moulines 86 43 0 03 Oct 2011
Consistency of the maximum likelihood estimator for general hidden Markov models Randal Douc Eric Moulines Jimmy Olsson R. Handel 108 115 0 22 Dec 2009
Identifiability of parameters in latent structure models with many observed variables E. Allman C. Matias J. Rhodes CML 163 534 0 29 Sep 2008