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

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