Statistical estimation in hierarchical hidden Markov model
DOI10.1007/S10559-014-9681-XzbMATH Open1328.60202OpenAlexW2135649836MaRDI QIDQ891107FDOQ891107
Authors: A. A. Voina 
Publication date: 16 November 2015
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-014-9681-x
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- Asymptotic optimization for stochastic models based on a compound Poisson process
- Nonparametric estimation for a compound Poisson process governed by a Markov chain
- An application of the correlation structure of a Markov chain for the estimation of shift parameters in queueing systems
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