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math.PR2024
Asymptotic properties of the maximum likelihood estimator for Hidden Markov Models indexed by binary trees
Julien Weibel
We consider hidden Markov models indexed by a binary tree where the hidden state space is a general metric space. We study the maximum likelihood estimator (MLE) of the model param…
math.PR2024
Ergodic theorem for branching Markov chains indexed by trees with arbitrary shape
Julien Weibel
We prove an ergodic theorem for Markov chains indexed by the Ulam-Harris-Neveu tree over large subsets with arbitrary shape under two assumptions: with high probability, two vertic…