Finite-dimensional models for hidden Markov chains (Q4698507)

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scientific article; zbMATH DE number 751403
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English
Finite-dimensional models for hidden Markov chains
scientific article; zbMATH DE number 751403

    Statements

    title
    Finite-dimensional models for hidden Markov chains (English)
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    DOI
    10.2307/1428101
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    author
    Robert J. Elliott
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    Lakhdar Aggoun
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    publication date
    8 October 1995
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    Mathematics Subject Classification ID
    60J25
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    93E11
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    60J35
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    zbMATH DE Number
    751403
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    zbMATH Keywords
    filter
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    parameter estimation
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    EM algorithm
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    OpenAlex ID
    W4249897493
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