Bayesian estimation of hidden Markov chains: A stochastic implementation (Q1209457)

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Bayesian estimation of hidden Markov chains: A stochastic implementation
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    Bayesian estimation of hidden Markov chains: A stochastic implementation (English)
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    16 May 1993
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    forward-backward recursion formula
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    ergodicity
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    stochastic restoration
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    geometric convergence
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    Gibbs sampling
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    derivation of Bayes estimators
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