scholarly journals Posterior consistency for nonparametric hidden Markov models with finite state space

2015 ◽  
Vol 9 (1) ◽  
pp. 717-752 ◽  
Author(s):  
Elodie Vernet
Keyword(s):  
State Space ◽  
Hidden Markov Models ◽  
Markov Models ◽  
Hidden Markov ◽  
Posterior Consistency ◽  
Finite State ◽  
Finite State Space

scholarly journals Sequential Monte Carlo smoothing for general state space hidden Markov models

2011 ◽  
Vol 21 (6) ◽  
pp. 2109-2145 ◽  
Author(s):  
Randal Douc ◽  
Aurélien Garivier ◽  
Eric Moulines ◽  
Jimmy Olsson
Keyword(s):  
Monte Carlo ◽  
State Space ◽  
Hidden Markov Models ◽  
Sequential Monte Carlo ◽  
Markov Models ◽  
Hidden Markov ◽  
General State ◽  
General State Space
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