EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (Q1688729)
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scientific article; zbMATH DE number 6824761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies |
scientific article; zbMATH DE number 6824761 |
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EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies (English)
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11 January 2018
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expectation maximization algorithm
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hidden Markov models
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point processes
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nonlinear filtering
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goodness-of-fit tests
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credit risk ratings
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0.8994726
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0.8865395
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0.88547945
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0.87121785
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0.8700427
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0.86827904
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