Estimation of parameters in hidden Markov models
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Publication:4007271
DOI10.1098/rsta.1991.0132zbMath0746.62086MaRDI QIDQ4007271
No author found.
Publication date: 27 September 1992
Published in: Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.1991.0132
Monte Carlo; maximum likelihood; hidden Markov models; mixture models; dependence structure; satellite data; incomplete-data problems; noisy versions of realizations of Markov models
62M05: Markov processes: estimation; hidden Markov models
62P99: Applications of statistics
62N99: Survival analysis and censored data
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