Transportation inequalities for hidden Markov chains and applications

被引：2

作者：

Hu ShuLan ^{[1
]}

机构：

[1] Zhongnan Univ Econ & Law, Dept Stat, Wuhan 430073, Peoples R China

来源：

SCIENCE CHINA-MATHEMATICS | 2011年 / 54卷 / 05期

基金：

中央高校基本科研业务费专项资金资助;

关键词：

hidden Markov chains; deviation inequalities; transportation cost-information inequality; measure concentration; exponential forgetting; geometric ergodicity; MAXIMUM-LIKELIHOOD-ESTIMATION; LIMIT-THEOREM; ERGODICITY;

D O I：

10.1007/s11425-011-4178-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove some transportation inequalities for hidden Markov chains, generalize the results proved by Kontorovich and Ramanan in two directions and give some applications to log-likelihood functions and hypothesis testing.

引用

页码：1027 / 1042

页数：16

共 27 条

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