On the Markov property of a finite hidden Markov chain

Statistics and Probability Letters

Volumn 52, Issue 3, 2001, Pages 279-288

  Spreij, Peter ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

60J10; 93E11; Hidden Markov chain; Markov chain; Recursive filtering

Indexed keywords

EID: 0011013130     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(00)00216-9     Document Type: Article

References (12)

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