Generalized adaptive exponential smoothing of observations from an ergodic hidden Markov model (Q4954231)
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scientific article; zbMATH DE number 1449134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized adaptive exponential smoothing of observations from an ergodic hidden Markov model |
scientific article; zbMATH DE number 1449134 |
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Generalized adaptive exponential smoothing of observations from an ergodic hidden Markov model (English)
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30 October 2001
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exponential smoothing procedure
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inhomogeneous Markov process
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central limit theorem
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law of large numbers
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