Statistical estimation in hierarchical hidden Markov model

DOI10.1007/S10559-014-9681-XMaRDI QIDQ891107zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

consistent estimatorshidden Markov modelinventory controlMarkov chainsqueueing systemstatistical estimation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Queueing theory (aspects of probability theory) (60K25) Markov processes: estimation; hidden Markov models (62M05) Inventory, storage, reservoirs (90B05) Queues and service in operations research (90B22)

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Cites work

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• Nonparametric estimation for a compound Poisson process governed by a Markov chain

Cited in

(4)

• Parameter tracking for an inventory model.
• Using hidden Markov models in estimating the parameters of hierarchical systems
• scientific article; zbMATH DE number 1523038 (Why is no real title available?)
• Hierarchical Bayesian Approach to a Multi-Site Hidden Markov Model

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