Almost Sure Parameter Estimation and Convergence Rates for Hidden Markov Models
نویسندگان
چکیده
A continuous time version of Kronecker’s Lemma is established and used to give rates of convergence for parameter estimates in Hidden Markov Models. Acknowledgements: The support of NSERC grant A7964 is gratefully acknowledged. Professor Moore wishes to thank the Department of Mathematical Sciences, University of Alberta, for its hospitality in July 1996 when this work was carried out.
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تاریخ انتشار 1997