Penalized estimate of the number of states in Gaussian linear AR with Markov regime (Q1951792)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized estimate of the number of states in Gaussian linear AR with Markov regime |
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Penalized estimate of the number of states in Gaussian linear AR with Markov regime (English)
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24 May 2013
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autoregressive processes
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hidden Markov chains
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penalized maximum likelihood
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