Some limit properties for a hidden inhomogeneous Markov chain

DOI10.1186/S13660-018-1884-7MaRDI QIDQ824849zbMATH OpenOpenAlexWikidataFDO

Authors Yun Dong, Qi-feng Yao, Fang-Qing Ding

Publication date 15 December 2021

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-018-1884-7

zbMATH Keywords

law of large numbersdelayed suminhomogeneous hidden Markov chain

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15)

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• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• The generalized entropy ergodic theorem for nonhomogeneous Markov chains
• The strong laws of large numbers for countable non homogeneous hidden Markov models

Cited in

(3)

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• Some limit properties of a class of hidden nonhomogeneous Markov models

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