A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification (Q1007478)

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scientific article; zbMATH DE number 5530760
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    A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
    scientific article; zbMATH DE number 5530760

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      A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification (English)
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      20 March 2009
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      BIC
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      infinite alphabet
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      model selection
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      order estimation
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