Maximum likelihood estimation of hidden Markov processes (Q1429106)
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scientific article; zbMATH DE number 2063740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of hidden Markov processes |
scientific article; zbMATH DE number 2063740 |
Statements
Maximum likelihood estimation of hidden Markov processes (English)
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30 March 2004
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likelihood ratio
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E-M algorithm
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filtered integrals
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drift estimation
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security price process
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