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MR2159833 (2006e:60002) 60-02 (60J05 62M05 65C05)
Cappé, Olivier; Moulines, Eric; Rydén, Tobias Inference in hidden Markov models. With Randal Douc's contributions to Chapter 9 and Christian P. Robert's to Chapters 6, 7 and 13. With Chapter 14 by Gersende Fort, Philippe Soulier and Moulines, and Chapter 15 by Stéphane Boucheron and Elisabeth Gassiat. Springer Series in Statistics. Springer, New York, 2005. xviii+652 pp. ISBN: 978-0387-40264-2; 0-387-40264-0
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