EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729): Difference between revisions
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Revision as of 09:59, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies |
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EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (English)
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11 January 2018
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expectation maximization algorithm
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hidden Markov models
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point processes
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nonlinear filtering
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goodness-of-fit tests
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credit risk ratings
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