Recursive estimation in mixture models with Markov regime (Q3987468)
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scientific article; zbMATH DE number 31241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation in mixture models with Markov regime |
scientific article; zbMATH DE number 31241 |
Statements
Recursive estimation in mixture models with Markov regime (English)
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28 June 1992
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recursive ML-estimation
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EM-algorithm
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maximum likelihood
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recursive algorithm
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mixture models
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hidden Markov chain
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simulations of symmetric normal mixtures
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approximately normally distributed estimates
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0.93479073
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0.9183028
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0.9075112
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0.9052564
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0.90127456
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