Computational issues in parameter estimation for stationary hidden Markov models
| Year of publication: |
2008
|
|---|---|
| Authors: | Bulla, Jan ; Berzel, Andreas |
| Published in: |
Computational Statistics. - Springer. - Vol. 23.2008, 1, p. 1-18
|
| Publisher: |
Springer |
| Subject: | Computational methods | Confidence intervals | EM algorithm | Hybrid algorithm | Initial conditions | Newton-type algorithm | Parameterization | Stationary hidden Markov model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613193