Non singularity of the asymptotic Fisher information matrix in hidden Markov models
classification
🧮 math.ST
stat.TH
keywords
hiddenfisherinformationmarkovmatrixasymptoticconditionconsider
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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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