The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model

DOI10.1016/S0167-7152(98)00100-XzbMath0933.62079MaRDI QIDQ1807921

A. P. Dunmur, Michael D. Titterington

Publication date: 2 April 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

EM algorithminitial conditionsbinary Markov chainBaum-Welch algorithm

Mathematics Subject Classification ID

Related Items (4)

Hidden semi-Markov-switching quantile regression for time series ⋮ Parameter estimation in latent profile models. ⋮ Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies ⋮ EM procedures using mean field-like approximations for Markov model-based image segmentation

Cites Work

• Parameter estimation for hidden Markov chains
• Maximum likelihood estimation for multivariate observations of Markov sources
• Unnamed Item

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