Inference and Model Choice for Sequentially Ordered Hidden Markov Models

DOI10.1111/j.1467-9868.2007.00588.xzbMath1120.62065MaRDI QIDQ5422029

Nicolas Chopin

Publication date: 26 October 2007

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2007.00588.x

Mathematics Subject Classification ID

62F15: Bayesian inference

62M05: Markov processes: estimation; hidden Markov models

65C05: Monte Carlo methods

62L12: Sequential estimation

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