Using hidden Markov models in estimating the parameters of hierarchical systems

DOI10.1007/s10559-021-00398-yOpenAlexW3202631109MaRDI QIDQ2058690

O. A. Voina

Publication date: 9 December 2021

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-021-00398-y

zbMATH Keywords

hidden Markov modelqueueing systemstatistical estimationdistortion function

Mathematics Subject Classification ID

Markov processes (60Jxx) Stochastic processes (60Gxx) Special processes (60Kxx)

Cites Work

• Asymptotic optimization for stochastic models based on a compound Poisson process
• Statistical estimation in hierarchical hidden Markov model
• Nonparametric estimation for a compound Poisson process governed by a Markov chain
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