most citedAnalyticity, Convergence and Convergence Rate of Recursive Maximum Likelihood Estimation in Hidden Markov Models

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math.ST2009★ 2 cited

Analyticity, Convergence and Convergence Rate of Recursive Maximum Likelihood Estimation in Hidden Markov Models

Vladislav B. Tadić

This paper considers the asymptotic properties of the recursive maximum likelihood estimation in hidden Markov models. The paper is focused on the asymptotic behavior of the log-li…