Estimation of linear autoregressive models with Markov-switching, the E.M. algorithm revisited (Q4666707)
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scientific article; zbMATH DE number 2156026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of linear autoregressive models with Markov-switching, the E.M. algorithm revisited |
scientific article; zbMATH DE number 2156026 |
Statements
14 April 2005
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Hidden Markov models
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Bayes theorem
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maximum likelihood estimator
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stat.ME
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math.ST
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stat.TH
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