Estimation of 1-bit quantized time-series with Markov regime (Q1391476)
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scientific article; zbMATH DE number 1178040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of 1-bit quantized time-series with Markov regime |
scientific article; zbMATH DE number 1178040 |
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Estimation of 1-bit quantized time-series with Markov regime (English)
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22 July 1998
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expectation maximization algorithm
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autoregressive process
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hidden Markov models
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parameter estimation
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binary time series
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