Composite likelihood EM algorithm with applications to multivariate hidden Markov model

MaRDI QIDQ3074766zbMATH OpenFDO

Authors Xin Gao, Peter X.-K. Song

Publication date 10 February 2011

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J21N1/J21N17/J21N17.html

zbMATH Keywords

composite likelihoodEM algorithmlatent variablesmicroarray datatime-course

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05)

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(18)

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