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

✍ Scribed by Tadić, V.B.


Book ID
114642398
Publisher
IEEE
Year
2010
Tongue
English
Weight
641 KB
Volume
56
Category
Article
ISSN
0018-9448

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## Berry-Esseen bounds, with random and nonrandom normings, and large deviation probability bounds for two approximate maximum likelihood estimators of the drift parameter in the Ornstein-Uhlenbeck process are obtained when the process is observed at equally spaced dense time points. Also obtained