A local limit theorem for hidden Markov
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Michael Maxwell; Michael Woodroofe
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Article
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1997
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Elsevier Science
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English
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A local limit theorem is proved for partial sums of a hidden Markov chain, assuming global asymptotic normality for a related sum, a fairly weak mixing condition, and a non-lattice condition. The proof proceeds by a study of the conditional characteristic functions, the analysis of which relies heav