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

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]

Authors

Yohann de Castro

This author has not been identified. Look up 'Yohann de Castro' in Google

Elisabeth Gassiat

This author has not been identified. Look up 'Elisabeth Gassiat' in Google

Sylvain Le Corff

This author has not been identified. Look up 'Sylvain Le Corff' in Google