208 citations · 1.5k across the 43 of their papers we have counts for
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math.ST2011★ 50 cited
Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
Randal Douc, Eric Moulines
Let be a stationary sequence on a probability space taking values in a standard Borel space . Consider the associ…
stat.ME2011★ 11 cited
Particle approximation improvement of the joint smoothing distribution with on-the-fly variance estimation
Cyrille Dubarry, Randal Douc
Particle smoothers are widely used algorithms allowing to approximate the smoothing distribution in hidden Markov models. Existing algorithms often suffer from slow computational t…