Recursive estimation of high-order Markov chains: approximation by finite mixtures (Q1750411)
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scientific article; zbMATH DE number 6870728
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation of high-order Markov chains: approximation by finite mixtures |
scientific article; zbMATH DE number 6870728 |
Statements
Recursive estimation of high-order Markov chains: approximation by finite mixtures (English)
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22 May 2018
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Markov chain
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approximate parameter estimation
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Bayesian recursive estimation
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adaptive systems
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Kullback-Leibler divergence
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forgetting
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