THE ERGODICITY OF THE OBSERVED PROCESS OF A HIDDEN MARKOV MODEL

Authors

  • B. SETIAWATY Bogor Agricultural University

DOI:

https://doi.org/10.29244/jmap.3.1.27-34

Abstract

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.

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Published

2004-07-01

Issue

Vol. 3 No. 1 (2004): Journal of Mathematics and Its Applications

Section

Articles