Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition
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DOI: 10.1016/j.spa.2014.07.011
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- Douc, R. & Fort, G. & Moulines, E. & Priouret, P., 2009. "Forgetting the initial distribution for Hidden Markov Models," Stochastic Processes and their Applications, Elsevier, vol. 119(4), pages 1235-1256, April.
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Keywords
Hidden Markov model; Entropy rate; Exponential convergence; Path-mergeable;All these keywords.
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