Maximum likelihood estimation for hidden semi-Markov models
Vlad Ștefan Barbu, Nikolaos Limnios · Comptes Rendus Mathématique · 2006
In this Note we consider a discrete-time hidden semi-Markov model and we prove that the nonparametric maximum likelihood estimators for the characteristics of such a model have nice asymptotic properties, namely consistency and asymptotic normality.