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Article Dans Une Revue Electronic Journal of Probability Année : 2009

Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach

Eric Moulines
Yaacov Ritov
  • Fonction : Auteur

Dates et versions

hal-04081648 , version 1 (25-04-2023)

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Randal Douc, Eric Moulines, Yaacov Ritov. Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach. Electronic Journal of Probability, 2009, 14 (none), ⟨10.1214/EJP.v14-593⟩. ⟨hal-04081648⟩

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