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most citedAsymptotic operating characteristics of an optimal change point detection in hidden Markov models

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math.ST2019

Reply to on some problems in the article "Efficient likelihood estimation in state space models" by Cheng-Der Fuh [Ann, Statist. 34 (2006) 2026-2068]

Cheng-Der Fuh, Chu-Lan Kao

This note replies Dr. Jensen (2010) comments on Problem 2.3, which was left in Fuh (2010). In the following, we use the same notations and definitions in Fuh (2006) unless specifie…