Consistent Estimation of the Filtering and Marginal Smoothing Distributions in Nonparametric Hidden Markov Models - researchr publication

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Yohann de Castro, Elisabeth Gassiat, Sylvain Le Corff. Consistent Estimation of the Filtering and Marginal Smoothing Distributions in Nonparametric Hidden Markov Models. IEEE Transactions on Information Theory, 63(8):4758-4777, 2017. [doi]

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