An improved bound for the exponential stability of predictive filters of hidden Markov models

DOI10.4310/CIS.2007.v7.n2.a2zbMath1263.62117MaRDI QIDQ936479

György Michaletzky, Gábor Molnár-Sáska, László Gerencsér

Publication date: 14 August 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cis/1184963915

zbMATH Keywords

random mappingsrisk processesDoeblin-conditionL-mixing

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

Input-output properties of the Page-Hinkley detector ⋮ Exponential forgetting of smoothing distributions for pairwise Markov models ⋮ Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models

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