Linear optimal prediction and innovations representations of hidden Markov models
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference23 articles.
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2. Estimation and Tracking. Principles, Techniques, and Software;Bar-Shalom,1993
3. Statistical inference for probabilistic functions of finite state Markov chains;Baum;Ann. Math. Statist.,1966
4. A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains;Baum;Ann. Math. Statist.,1970
5. Asymptotic normality of the maximum likelihood estimator for general hidden Markov models;Bickel;Ann. Statist.,1998
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