Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation (Q2724982)

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Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation
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    Recursive computation of smoothed functionals of hidden Markovian processes using a particle approximation (English)
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    12 July 2001
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    hidden Markov models
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    state space model
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    switching autoregression
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    sequential Monte Carlo
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    particle filtering
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    maximum likelihood
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    expectation-maximization
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    parameter estimation
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    finance
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    signal processing
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    telecommunications
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