COMPOSITE LIKELIHOOD UNDER HIDDEN MARKOV MODEL (Q2828616): Difference between revisions
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Revision as of 23:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPOSITE LIKELIHOOD UNDER HIDDEN MARKOV MODEL |
scientific article |
Statements
COMPOSITE LIKELIHOOD UNDER HIDDEN MARKOV MODEL (English)
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26 October 2016
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\(\alpha\)-mixing
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EM-algorithm
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equilibrium distribution
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ergodicity
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finite mixture model
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forward-backward algorithm
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regime-switching
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regularization
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stationary
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