Maximum likelihood estimator for hidden Markov models in continuous time
| Year of publication: |
2009
|
|---|---|
| Authors: | Chigansky, Pavel |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 2, p. 139-163
|
| Publisher: |
Springer |
| Subject: | Maximum Likelihood estimator | Continuous time hidden Markov models | Partial observations | Filtering |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005004376