Loss of memory of hidden Markov models and Lyapunov exponents

DOI10.1214/13-AAP929zbMath1293.62173arXiv0908.0077WikidataQ105584280 ScholiaQ105584280MaRDI QIDQ2443197

Pierre Collet, Florencia Leonardi

Publication date: 4 April 2014

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.0077

zbMATH Keywords

perturbed processesOseledec's theoremrandom functions of Markov chains

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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