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A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification - MaRDI portal

A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification (Q1007478)

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scientific article; zbMATH DE number 5530760
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English
A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
scientific article; zbMATH DE number 5530760

    Statements

    A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification (English)
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    20 March 2009
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    BIC
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    infinite alphabet
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    model selection
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    order estimation
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    Identifiers