211 citations · 985 across the 36 of their papers we have counts for
Showing 2009 · math.PRShow all
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math.PR2009★ 16 cited
A complete solution to Blackwell's unique ergodicity problem for hidden Markov chains
Pavel Chigansky, Ramon van Handel
We develop necessary and sufficient conditions for uniqueness of the invariant measure of the filtering process associated to an ergodic hidden Markov model in a finite or countabl…
math.PR2009★ 13 cited
On the minimal penalty for Markov order estimation
Ramon van Handel
We show that large-scale typicality of Markov sample paths implies that the likelihood ratio statistic satisfies a law of iterated logarithm uniformly to the same scale. As a conse…
math.PR2009
When do nonlinear filters achieve maximal accuracy?
Ramon van Handel
The nonlinear filter for an ergodic signal observed in white noise is said to achieve maximal accuracy if the stationary filtering error vanishes as the signal to noise ratio diver…