L^1-convergence of smoothing densities in non-parametric state space models
DOI10.1007/S11203-007-9020-1zbMATH Open1204.62162OpenAlexW2112384099MaRDI QIDQ623496FDOQ623496
Authors: Valérie Monbet, Pierre Ailliot, Pierre-François Marteau 
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-007-9020-1
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Cites Work
- On the stability of interacting processes with applications to filtering and genetic algorithms
- State space and hidden Markov models
- Markov chains and stochastic stability
- Monte Carlo Smoothing for Nonlinear Time Series
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains
- Estimation of the density and the regression function under mixing conditions.
- Title not available (Why is that?)
- Exponential forgetting and geometric ergodicity in hidden Markov models
- Asymptotics of the maximum likelihood estimator for general hidden Markov models
- Exponential stability for nonlinear filtering
- Stability of nonlinear filters in nonmixing case
- Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
- Analysis of an identification algorithm arising in the adaptive estimation of Markov chains
Cited In (1)
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