Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm
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Publication:435011
DOI10.1016/j.csda.2011.12.017zbMath1243.62111OpenAlexW1986769619MaRDI QIDQ435011
Publication date: 16 July 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.017
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Related Items (3)
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- Mixed Hidden Markov Models
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains
- An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
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