THE ERGODICITY OF THE OBSERVED PROCESS OF A HIDDEN MARKOV MODEL

B. SETIAWATY

doi:10.29244/jmap.3.1.27-34

by B. SETIAWATY

Published in Journal of Mathematics and Its Applications by Institut Pertanian Bogor.

2004 p27

Abstract

This paper presents some properties of a stationary hidden Markov model. The most important is the ergodicity of the observed process which is essential for limit theorems.
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Date 2004-07-01

DOI 10.29244/jmap.3.1.27-34

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