Posterior consistency for partially observed Markov models

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Posterior consistency for partially observed Markov models

24 August 2016

Francois Roueff

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Papers citing "Posterior consistency for partially observed Markov models"

7 / 7 papers shown

Title
The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains Randal Douc Francois Roueff Tepmony Sim 27 10 0 30 Sep 2015
Posterior consistency for nonparametric hidden Markov models with finite state space E. Vernet 74 24 0 13 Nov 2013
Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator Randal Douc P. Doukhan Eric Moulines AI4TS 42 77 0 17 Oct 2012
About the posterior distribution in hidden Markov models with unknown number of states Elisabeth Gassiat Judith Rousseau 76 34 0 09 Jul 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
The stability of conditional Markov processes and Markov chains in random environments R. Handel 173 64 0 28 Jan 2008