# Asymptotic properties of the maximum likelihood estimation in misspecified Hidden Markov models

@article{Douc2011AsymptoticPO, title={Asymptotic properties of the maximum likelihood estimation in misspecified Hidden Markov models}, author={Randal Douc and {\'E}ric Moulines}, journal={arXiv: Statistics Theory}, year={2011} }

Let $(Y_k)_{k\in \mathbb{Z}}$ be a stationary sequence on a probability space $(\Omega,\mathcal{A},\mathbb{P})$ taking values in a standard Borel space $\mathsf{Y}$. Consider the associated maximum likelihood estimator with respect to a parametrized family of hidden Markov models such that the law of the observations $(Y_k)_{k\in \mathbb{Z}}$ is not assumed to be described by any of the hidden Markov models of this family. In this paper we investigate the consistency of this estimator in such…

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