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THE ERGODICITY OF THE OBSERVED PROCESS OF A HIDDEN MARKOV MODEL
2004
Journal of Mathematics and Its Applications
Preserved Fulltext
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.
doi:10.29244/jmap.3.1.27-34
fatcat:bk3aylaxhzgmrcydxl4df3c7py