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Maximum likelihood estimation of latent Markov models using closed-form approximations - MaRDI portal

Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638)

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scientific article; zbMATH DE number 7822327
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Maximum likelihood estimation of latent Markov models using closed-form approximations
scientific article; zbMATH DE number 7822327

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    Maximum likelihood estimation of latent Markov models using closed-form approximations (English)
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    21 March 2024
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    Markov vector
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    diffusion
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    likelihood
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    latent state variables
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    integrating out
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    Markov chain Monte Carlo
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