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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/130931In 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.Statistics Theory62M09. 62F12Non singularity of the asymptotic Fisher information matrix in hidden Markov modelstext