Penalized composite likelihood estimation for hidden Markov models with unknown number of states (Q6650734)
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scientific article; zbMATH DE number 7955911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalized composite likelihood estimation for hidden Markov models with unknown number of states |
scientific article; zbMATH DE number 7955911 |
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Penalized composite likelihood estimation for hidden Markov models with unknown number of states (English)
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9 December 2024
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hidden Markov models
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order selection
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penalized composite likelihood
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EM algorithm
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