On some problems in the article "Efficient Likelihood Estimation in State Space Models" by Cheng-Der Fuh
Jens Ledet Jensen
TL;DR
This paper critically examines specific issues in Cheng-Der Fuh's 2006 work on likelihood estimation in state space models, highlighting areas for further clarification or improvement.
Contribution
It identifies and discusses particular problems in Fuh's methodology, contributing to a deeper understanding of likelihood estimation in state space models.
Findings
Identifies gaps in Fuh's original analysis
Suggests potential improvements in estimation techniques
Highlights unresolved issues in the original framework
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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