Recursive estimation of high-order Markov chains: approximation by finite mixtures (Q1750411)

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scientific article; zbMATH DE number 6870728
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    Recursive estimation of high-order Markov chains: approximation by finite mixtures
    scientific article; zbMATH DE number 6870728

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      Recursive estimation of high-order Markov chains: approximation by finite mixtures (English)
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      22 May 2018
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      Markov chain
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      approximate parameter estimation
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      Bayesian recursive estimation
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      adaptive systems
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      Kullback-Leibler divergence
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      forgetting
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