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A Sufficiency Property Arising from the Characterization of Extremes of Markov Chains

✍ Scribed by Paola Bortot and Stuart Coles


Book ID
125587034
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Year
2000
Tongue
English
Weight
817 KB
Volume
6
Category
Article
ISSN
1350-7265

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πŸ“œ SIMILAR VOLUMES


On the Markov property of a finite hidde
✍ Peter Spreij πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 119 KB

In this paper we study the question of the conditions under which a hidden Markov chain itself exhibits Markovian behaviour. An insightful method to answer this question is based on a recursive ΓΏltering formula for the underlying chain.