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20042026
most citedA regression-based Monte Carlo method to solve backward stochastic differential equations

425 citations

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Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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math.ST2021

Consistency of the maximum likelihood estimator in hidden Markov models with trends

Luc Lehéricy, Augustin Touron

A hidden Markov model with trends is a hidden Markov model whose emission distributions are translated by a trend that depends on the current hidden state and on the current time.…