Maximum likelihood estimation for hidden semi-Markov models |
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| Authors: | Vlad Barbu Nikolaos Limnios |
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| Institution: | Laboratoire de mathématiques appliquées de Compiègne, Université de technologie de Compiègne, BP 20529, 60205 Compiègne, France |
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| Abstract: | In this Note we consider a discrete-time hidden semi-Markov model and we prove that the nonparametric maximum likelihood estimators for the characteristics of such a model have nice asymptotic properties, namely consistency and asymptotic normality. To cite this article: V. Barbu, N. Limnios, C. R. Acad. Sci. Paris, Ser. I 342 (2006). |
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