Forgetting of the initial condition for the filter in general state-space hidden Markov chain: A coupling approach

Douc, Randal, Moulines, Eric, Ritov, Ya'acov . Electronic Journal of Probability 2009. 14 (2) :27-49

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Bibtex

@article{CIS-248161,
  Author = {Douc, Randal and Moulines, Eric and Ritov, Ya'acov},
  Title = {Forgetting of the initial condition for the filter in general state-space hidden Markov chain: A coupling approach},
  Journal = {Electronic Journal of Probability},
  Volume = {14},
  Number = {2},
  Year = {2009},
  Pages = {27--49},
  Keywords = {Stability, Non-linear filtering, Coupling}
}

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