Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables (Q5131531)

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scientific article; zbMATH DE number 7271387
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Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables
scientific article; zbMATH DE number 7271387

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    Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables (English)
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    8 November 2020
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    hidden Markov models
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    maximum likelihood estimation
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    numerical integration
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    interpolation
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