Approximating a sequence of observations by a simple process

DOI10.1214/009053604000000643zbMath1071.62075arXivmath/0508607OpenAlexW2891868407MaRDI QIDQ2388342

Dinah Rosenberg, Nicolas Vieille, Eilon Solan

Publication date: 12 September 2005

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508607

zbMATH Keywords

nonhomogeneous Markov chainsdata approximationhidden Markus chains

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Markov processes (60J99)

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Cites Work

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• Hoeffding's inequality for uniformly ergodic Markov chains
• Faster mixing via average conductance
• Approximating the Permanent
• Perturbed Markov chains
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology

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