Maximum likelihood estimation for Markov chain and I.I.D. models

Maximum likelihood estimation for Markov chain and I.I.D. models
Author: Bo Ranneby
Publisher:
Total Pages: 8
Release: 1975
Genre:
ISBN:

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Maximum likelihood estimation for Markov chain and I.I.D. models
Language: sv
Pages: 8
Authors: Bo Ranneby
Categories:
Type: BOOK - Published: 1975 - Publisher:

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Stochastic Modeling of Scientific Data
Language: en
Pages: 388
Authors: Peter Guttorp
Categories: Mathematics
Type: BOOK - Published: 2018-03-29 - Publisher: CRC Press

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Stochastic Modeling of Scientific Data combines stochastic modeling and statistical inference in a variety of standard and less common models, such as point pro
Hidden Markov Models
Language: en
Pages: 374
Authors: Robert J. Elliott
Categories: Business & Economics
Type: BOOK - Published: 1995 - Publisher: Springer Science & Business Media

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The authors begin with discrete time and discrete state spaces. From there, they proceed to cover continuous time, and progress from linear models to nonlinear
Inference in Hidden Markov Models
Language: en
Pages: 656
Authors: Olivier Cappé
Categories: Mathematics
Type: BOOK - Published: 2006-04-12 - Publisher: Springer Science & Business Media

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This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and
Hidden Markov Models for Time Series
Language: en
Pages: 272
Authors: Walter Zucchini
Categories: Mathematics
Type: BOOK - Published: 2017-12-19 - Publisher: CRC Press

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Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpos