Maximum-likelihood estimation for hidden Markov models
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Publication:1185789
DOI10.1016/0304-4149(92)90141-CzbMath0738.62081OpenAlexW1972679863MaRDI QIDQ1185789
Publication date: 28 June 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(92)90141-c
EM algorithmMarkov chainhidden Markov modelsKullback-Leibler divergenceidentifiabilitysubadditive ergodic theoremmaximum-likelihood estimationShannon- McMillan-Breiman theorem on entropy convergence
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)
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