Online expectation maximization based algorithms for inference in hidden Markov models

DOI10.1214/13-EJS789zbMath1336.62090arXiv1108.3968OpenAlexW2953042718MaRDI QIDQ1951134

Gersende Fort, Sylvain Le Corff

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3968

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Asymptotic properties of parametric estimators (62F12) Stochastic approximation (62L20) Sequential estimation (62L12)

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