Estimation of 1-bit quantized time-series with Markov regime

DOI10.1016/S0165-1684(97)00029-7zbMath1003.93523OpenAlexW2090970706MaRDI QIDQ1391476

Vikram Krishnamurthy, Andrew Logothetis, H. Vincent Poor

Publication date: 22 July 1998

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(97)00029-7

zbMATH Keywords

parameter estimationhidden Markov modelsexpectation maximization algorithmautoregressive processbinary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Identification in stochastic control theory (93E12) Digital control/observation systems (93C62)

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