On the Markov property of a finite hidden Markov chain

DOI10.1016/S0167-7152(00)00216-9zbMath0987.60085MaRDI QIDQ5937051

Peter Spreij

Publication date: 10 June 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

recursive filteringhidden Markov chainMarkov chainpredictions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

On hidden Markov chains and finite stochastic systems. ⋮ On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems ⋮ Markov property for a function of a Markov chain: A linear algebra approach

Cites Work

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• A Markovian Function of a Markov Chain
• Finite Continuous Time Markov Chains
• Lumpability and marginalisability for continuous-time Markov chains
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Markov functions

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