Mathematics > Statistics Theory
[Submitted on 3 Nov 2019
]
Title: 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]
Title: 关于程德富在《The Annals of Statistics》（2006年，第34卷，第2026-2068页）发表的论文“State Space Models中有效的似然估计”中存在的若干问题的回复
Abstract: This note replies Dr. Jensen (2010) comments on Problem 2.3, which was left in Fuh (2010). In the following, we use the same notations and definitions in Fuh (2006) unless specified.
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