We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the parameters based on a single observation of the path till the time it reaches a distant site, and prove that the estimator is...

This paper deals with parameter estimation in pair-hidden Markov models. We first provide a rigorous formalism for these models and discuss possible definitions of likelihoods. The model is biologically motivated and therefore naturally leads to restrictions on the parameter space. Existence of...