A note on the mixture transition distribution and hidden Markov models (Q3077683)
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scientific article
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English | A note on the mixture transition distribution and hidden Markov models |
scientific article |
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A note on the mixture transition distribution and hidden Markov models (English)
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22 February 2011
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backward-forward recursion
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discrete-valued time series
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EM-algorithm
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state-space model
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