Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach.
Douc, Randal ; Moulines, Eric ; Ritov, Yaacov
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 27-49 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:231476 
@article{05636573,
     title = {Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {27-49},
     zbl = {1189.93137},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636573}
}

Douc, Randal; Moulines, Eric; Ritov, Yaacov. Forgetting of the initial condition for the filter in general state-space hidden Markov chain: a coupling approach.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 27-49. http://gdmltest.u-ga.fr/item/05636573/