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]
@article{CastroGC17,
title = {Consistent Estimation of the Filtering and Marginal Smoothing Distributions in Nonparametric Hidden Markov Models},
author = {Yohann de Castro and Elisabeth Gassiat and Sylvain Le Corff},
year = {2017},
doi = {10.1109/TIT.2017.2696959},
url = {https://doi.org/10.1109/TIT.2017.2696959},
researchr = {https://researchr.org/publication/CastroGC17},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Information Theory},
volume = {63},
number = {8},
pages = {4758-4777},
}