Non singularity of the asymptotic Fisher information matrix in hidden Markov models

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dc.creatorDouc, Randal
dc.date2005-11-25
dc.date.accessioned2026-07-07T08:07:24Z
dc.date.available2026-07-07T08:07:24Z
dc.descriptionIn this paper, we consider a parametric hidden Markov model where the hidden state space is non necessarily finite. We provide a necessary and sufficient condition for the invertibility of the limiting Fisher information matrix.
dc.identifierhttps://arxiv.org/abs/math/0511631
dc.identifierhttp://arxiv.org/abs/math/0511631
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130931
dc.subjectStatistics Theory
dc.subject62M09. 62F12
dc.titleNon singularity of the asymptotic Fisher information matrix in hidden Markov models
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