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

Jens Ledet Jensen

doi:10.1214/09-AOS748A

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

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]

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