Estimating the Order of Hidden Markov Models (Q4857304)
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scientific article; zbMATH DE number 820599
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the Order of Hidden Markov Models |
scientific article; zbMATH DE number 820599 |
Statements
Estimating the Order of Hidden Markov Models (English)
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7 May 1996
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mixture distribution
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Markov regime
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order estimation
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Hidden Markov models
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sequences of dependent random variables
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penalized likelihood estimator
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