Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation (Q2724982)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation |
scientific article |
Statements
Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation (English)
0 references
12 July 2001
0 references
hidden Markov models
0 references
state space model
0 references
switching autoregression
0 references
sequential Monte Carlo
0 references
particle filtering
0 references
maximum likelihood
0 references
expectation-maximization
0 references
parameter estimation
0 references
finance
0 references
signal processing
0 references
telecommunications
0 references