Explicit Forward Recursive Estimators for Markov Modulated Markov Processes
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Publication:3167891
DOI10.1080/15326349.2012.699750zbMath1301.62078OpenAlexW2041347608MaRDI QIDQ3167891
Publication date: 29 October 2012
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349.2012.699750
Markov processes: estimation; hidden Markov models (62M05) Continuous-time Markov processes on discrete state spaces (60J27) Sequential estimation (62L12)
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