On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh

Details On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh

2010-02-26

arxiv.org/abs/1002.4959v1

Annals of Statistics 2010, Vol. 38, No. 2, 1279-1281

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.1214/09-AOS748A the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of

Scientific paper

10.1214/09-AOS748A

On some problems in the article "Efficient Likelihood Estimation in State
Space Models" by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026--2068]
[arXiv:math/0611376]

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