A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
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Publication:1007478
DOI10.1016/j.jspi.2008.06.010zbMath1284.62534OpenAlexW1996769950WikidataQ99980101 ScholiaQ99980101MaRDI QIDQ1007478
Antoine Chambaz, Aurélien Garivier, Elisabeth Gassiat
Publication date: 20 March 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.06.010
Inequalities; stochastic orderings (60E15) Non-Markovian processes: estimation (62M09) Approximations to statistical distributions (nonasymptotic) (62E17)
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