Transportation inequalities for hidden Markov chains and applications
Authors:
HU ShuLan
Affiliation:
HU ShuLan Department of Statistics,Zhongnan University of Economics and Law,Wuhan 430073,China
Abstract:
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.