ALMOST SURE PARAMETER-ESTIMATION AND CONVERGENCE-RATES FOR HIDDEN MARKOV-MODELS

Authors
ELLIOTT RJ MOORE JB
Citation
Rj. Elliott et Jb. Moore, ALMOST SURE PARAMETER-ESTIMATION AND CONVERGENCE-RATES FOR HIDDEN MARKOV-MODELS, Systems & control letters, 32(4), 1997, pp. 203-207
Citations number
4
Journal title
Systems & control letters → ACNP
ISSN journal
01676911
Volume
32
Issue
4
Year of publication
1997
Pages
203 - 207
Database
ISI
SICI code
0167-6911(1997)32:4<203:ASPACF>2.0.ZU;2-G
Abstract
A continuous-time version of Kronecker's Lemma is established and used to give rates of convergence for parameter estimates in hidden Markov models. (C) 1997 Elsevier Science B.V.