Sensitivity of hidden Markov models

Journal of Applied Probability

Volumn 42, Issue 3, 2005, Pages 632-642

  Mitrophanov, Alexander Yu ^a   Lomsadze, Alexandre ^a   Borodovsky, Mark ^a  

^a GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Hidden Markov model; Markov chain; Mixture; Perturbation bound; Semi Markov process; Sensitivity analysis

Indexed keywords

EID: 27944505133     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1127322017     Document Type: Article

References (34)

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23. English translation to appear in Theory Prob. Appl.
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