\(L^{1}\)-convergence of smoothing densities in non-parametric state space models

DOI10.1007/s11203-007-9020-1zbMath1204.62162OpenAlexW2112384099MaRDI QIDQ623496

Pierre Ailliot, Valérie Monbet, Pierre-François Marteau

Publication date: 5 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-007-9020-1

zbMATH Keywords

stabilitysmoothingfilteringwind-wave models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12)

Cites Work

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• Monte Carlo Smoothing for Nonlinear Time Series
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• On the stability of interacting processes with applications to filtering and genetic algorithms
• Asymptotics of the maximum likelihood estimator for general hidden Markov models

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