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 left in Fuh (2010). In the following, we use the same notations and definitions in Fuh (2006) unless specified.
math.ST↗