Asymptotical statistics of misspecified hidden Markov models. (Articolo in rivista)

Type
Label
  • Asymptotical statistics of misspecified hidden Markov models. (Articolo in rivista) (literal)
Anno
  • 2004-01-01T00:00:00+01:00 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
  • 10.1109/TAC.2004.831156 (literal)
Alternative label
  • Mevel L; Finesso L, (2004)
    Asymptotical statistics of misspecified hidden Markov models.
    in IEEE transactions on automatic control (Print)
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Mevel L; Finesso L, (literal)
Pagina inizio
  • 1123 (literal)
Pagina fine
  • 1132 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 49 (literal)
Rivista
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroFascicolo
  • 7 (literal)
Note
  • ISI Web of Science (WOS) (literal)
  • Scopu (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • L. Mevel: INRIA/IRISA, Campus de Beaulieu, 35042 Rennes Cedex, L. Finesso: LADSEB-CNR, Corso Stati Uniti, 35127 Padova, Italy (literal)
Titolo
  • Asymptotical statistics of misspecified hidden Markov models. (literal)
Abstract
  • This paper deals with the problem of modeling data generated by an ergodic stochastic process as the output of a hidden Markov model (HMM). More specifically, we consider the problem of fitting a parametric family of HMM with continuous output to an ergodic stochastic process with continuous values, which does not necessarily belong to the family. In this context, we derive the main asymptotic results: almost sure consistency of the maximum likelihood estimator, asymptotic normality of the estimation error and the exact rates of almost sure convergence. (literal)
Prodotto di
Autore CNR
Insieme di parole chiave

Incoming links:


Prodotto
Autore CNR di
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#rivistaDi
Insieme di parole chiave di
data.CNR.it