Hidden Markov change point estimation

DOI10.31390/COSA.9.3.04MaRDI QIDQ6926025zbMATH OpenFDO

Authors Robert J. Elliott, Sebastian Elliott

Publication date 25 September 2025

Published in Communications on Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://digitalcommons.lsu.edu/cosa/vol9/iss3/4

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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