Open AccessMaximum likelihood estimator and Kullback - Leibler information in misspecified Markov chain models
Author(s) -
Priscilla E. Greenwood,
Wolfgang Wefelmeyer
Publication year - 1997
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp1718
Subject(s) - kullback–leibler divergence , markov chain , estimator , maximum likelihood , mathematics , statistics , maximum entropy markov model , econometrics , markov property , markov model