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

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

2005-11-25

arxiv.org/abs/math/0511631v1

Mathematics

Statistics Theory

Scientific paper

In 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.

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