On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh
arXiv:1002.4959 · doi:10.1214/09-AOS748A
Abstract
On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026--2068] [arXiv:math/0611376]
Published in at http://dx.doi.org/10.1214/09-AOS748A the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)