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03/14/2023
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models
To characterize the Kullback-Leibler divergence and Fisher information i...
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06/03/2021
Rényi Divergence in General Hidden Markov Models
In this paper, we examine the existence of the Rényi divergence between ...
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11/03/2019
Reply to on some problems in the article "Efficient likelihood estimation in state space models" by Cheng-Der Fuh [Ann, Statist. 34 (2006) 2026-2068]
This note replies Dr. Jensen (2010) comments on Problem 2.3, which was l...
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11/10/2017
