Choix de modèle pour des chaı̂nes de Markov cachées

DOI10.1016/S0764-4442(01)01855-9zbMath1008.62077MaRDI QIDQ2721654

Vincent Dortet-Bernadet

Publication date: 4 March 2003

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Penalized estimate of the number of states in Gaussian linear AR with Markov regime

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