Recursive estimation in mixture models with Markov regime (Q3987468): Difference between revisions

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Latest revision as of 20:33, 19 March 2024

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Recursive estimation in mixture models with Markov regime
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    Recursive estimation in mixture models with Markov regime (English)
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    28 June 1992
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    recursive ML-estimation
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    EM-algorithm
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    maximum likelihood
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    recursive algorithm
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    mixture models
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    hidden Markov chain
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    simulations of symmetric normal mixtures
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    approximately normally distributed estimates
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