Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence

DOI10.1007/s10958-009-9675-9zbMath1288.62120OpenAlexW2009214486MaRDI QIDQ2452910

Nikolaos Limnios, Samis Trevezas

Publication date: 6 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-009-9675-9

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Related Items (6)

Estimation of stationary probability of semi-Markov chains ⋮ Filtering hidden semi-Markov chains ⋮ Inhomogeneous hidden semi-Markov models for incompletely observed point processes ⋮ Hidden Semi-Markov Modeling for the Estimation of Earthquake Occurrence Rates ⋮ Hidden Markov models in reliability and maintenance ⋮ Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains

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