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Crisan, Dan; López-Yela, Alberto; Miguez, Joaquin Stable approximation schemes for optimal filters. (English) Zbl 1441.93310 SIAM/ASA J. Uncertain. Quantif. 8, 483-509 (2020). MSC: 93E11 93E15 PDF BibTeX XML Cite \textit{D. Crisan} et al., SIAM/ASA J. Uncertain. Quantif. 8, 483--509 (2020; Zbl 1441.93310) Full Text: DOI arXiv
Chi, Zhiyi Effects of statistical dependence on multiple testing under a hidden Markov model. (English) Zbl 1209.62192 Ann. Stat. 39, No. 1, 439-473 (2011). MSC: 62M02 62H15 60J20 PDF BibTeX XML Cite \textit{Z. Chi}, Ann. Stat. 39, No. 1, 439--473 (2011; Zbl 1209.62192) Full Text: DOI arXiv
van Handel, Ramon Observability and nonlinear filtering. (English) Zbl 1169.93025 Probab. Theory Relat. Fields 145, No. 1-2, 35-74 (2009). MSC: 93E11 60J25 62M20 93B05 93B07 93E15 93D20 PDF BibTeX XML Cite \textit{R. van Handel}, Probab. Theory Relat. Fields 145, No. 1--2, 35--74 (2009; Zbl 1169.93025) Full Text: DOI arXiv
Van Handel, Ramon Uniform observability of hidden Markov models and filter stability for unstable signals. (English) Zbl 1165.93034 Ann. Appl. Probab. 19, No. 3, 1172-1199 (2009). MSC: 93E11 60J25 62M20 93B07 93E15 94A12 PDF BibTeX XML Cite \textit{R. Van Handel}, Ann. Appl. Probab. 19, No. 3, 1172--1199 (2009; Zbl 1165.93034) Full Text: DOI arXiv