most citedDivide-and-Conquer Bayesian Inference in Hidden Markov Models

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math.ST2021

Asymptotic Normality of the Posterior Distributions in a Class of Hidden Markov Models

Chunlei Wang, Sanvesh Srivastava

We show that the posterior distribution of parameters in a hidden Markov model with parametric emission distributions and discrete and known state space is asymptotically normal. T…