Estimation of the parameters of hidden Markov models of noiselike signals with abruptly changing probabilistic properties. II: Estimation of the structural parameters of the model (Q1920376)
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scientific article; zbMATH DE number 919496
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| English | Estimation of the parameters of hidden Markov models of noiselike signals with abruptly changing probabilistic properties. II: Estimation of the structural parameters of the model |
scientific article; zbMATH DE number 919496 |
Statements
Estimation of the parameters of hidden Markov models of noiselike signals with abruptly changing probabilistic properties. II: Estimation of the structural parameters of the model (English)
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15 October 1996
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Akaike information criterion
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signal model
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quasistationary fragments
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orders of autoregression
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long records of signals
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simulation
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0.9053628444671632
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0.791434109210968
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0.7736343145370483
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0.7624431252479553
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0.7599430084228516
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