On approximation of smoothing probabilities for hidden Markov models
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Publication:625025
DOI10.1016/j.spl.2010.10.019zbMath1205.62144arXiv0910.4636MaRDI QIDQ625025
Publication date: 11 February 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0910.4636
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
62M99: Inference from stochastic processes
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