Online expectation maximization based algorithms for inference in hidden Markov models
From MaRDI portal
Publication:1951134
DOI10.1214/13-EJS789zbMath1336.62090arXiv1108.3968MaRDI QIDQ1951134
Gersende Fort, Sylvain Le Corff
Publication date: 29 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1108.3968
60J22: Computational methods in Markov chains
62F12: Asymptotic properties of parametric estimators
62L20: Stochastic approximation
62L12: Sequential estimation
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