On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh
Statistics Theory
2010-03-01 v1 Statistics Theory
Abstract
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]
Cite
@article{arxiv.1002.4959,
title = {On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh},
author = {Jens Ledet Jensen},
journal= {arXiv preprint arXiv:1002.4959},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.1214/09-AOS748A the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)