Composite likelihood under hidden Markov model (Q2828616)
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scientific article; zbMATH DE number 6643459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Composite likelihood under hidden Markov model |
scientific article; zbMATH DE number 6643459 |
Statements
26 October 2016
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\(\alpha\)-mixing
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EM-algorithm
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equilibrium distribution
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ergodicity
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finite mixture model
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forward-backward algorithm
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regime-switching
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regularization
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stationary
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Composite likelihood under hidden Markov model (English)
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