If I have a HMM model with a hidden markov chain $(S_t)_t$ with 3 states and if I assume that the distribution of the observation knowing in which state it is, is a normal. Do I know what is the value asymptotic of the smoothed probabilities? In other words what is $P(S_t=s|Y_1,..,Y_{\infty})$?
2026-03-26 08:00:45.1774512045
What is the asymptotic value of the smoothed probability in a HMM model?
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