1 citations · 1 across the 3 of their papers we have counts for
3 papers
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.…
math.ST2018★ 1 cited
Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models
Luc Lehéricy
Finite state space hidden Markov models are flexible tools to model phenomena with complex time dependencies: any process distribution can be approximated by a hidden Markov model…
math.ST2016
Consistent order estimation for nonparametric Hidden Markov Models
Luc Lehéricy
We consider the problem of estimating the number of hidden states (the order) of a nonparametric hidden Markov model (HMM). We propose two different methods and prove their almost…