Estimation of the parameters of hidden Markov models of noiselike signals with abruptly changing probabilistic properties. II: Estimation of the structural parameters of the model (Q1920376): Difference between revisions
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Revision as of 17:00, 27 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the parameters of hidden Markov models of noiselike signals with abruptly changing probabilistic properties. II: Estimation of the structural parameters of the model |
scientific article |
Statements
Estimation of the parameters of hidden Markov models of noiselike signals with abruptly changing probabilistic properties. II: Estimation of the structural parameters of the model (English)
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15 October 1996
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Akaike information criterion
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signal model
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quasistationary fragments
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orders of autoregression
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long records of signals
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simulation
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