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)

From MaRDI portal
scientific article
Language Label Description Also known as
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

    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)
    0 references
    0 references
    0 references
    0 references
    15 October 1996
    0 references
    0 references
    Akaike information criterion
    0 references
    signal model
    0 references
    quasistationary fragments
    0 references
    orders of autoregression
    0 references
    long records of signals
    0 references
    simulation
    0 references