Computational issues in parameter estimation for stationary hidden Markov models

Author:

Bulla Jan,Berzel Andreas

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference28 articles.

1. Archer G, Titterington D (2002) Parameter estimation for hidden Markov chains. J Stat Plann Inference 108(1–2):365–390

2. Baum L, Petrie T, Soules G, Weiss N (1970) A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Ann Math Stat 41(1):164–171

3. Böhning D (2000) Computer assisted analysis of mixtures and applications. Meta-analysis, disease mapping and others. In: Monographs on statistics and applied probability, vol 81. Chapman & Hall/ CRC, London

4. Campillo F, Le Gland F (1989) MLE for partially observed diffusions: direct maximization vs. the EM algorithm, Stoch Processes Appl 33(2):245–274

5. Dempster A, Laird N, Rubin D (1977) Maximum likelihood from incomplete data via the EM algorithm. Discussion. J R Stat Soc Ser B Stat Methodol 39(1):1–38

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