Penalized maximum likelihood estimation for Gaussian hidden Markov models (Q2830198)

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scientific article; zbMATH DE number 6650015
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English
Penalized maximum likelihood estimation for Gaussian hidden Markov models
scientific article; zbMATH DE number 6650015

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    Penalized maximum likelihood estimation for Gaussian hidden Markov models (English)
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    9 November 2016
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    consistency
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    Gaussian hidden Markov models
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    penalized maximum likelihood
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