On maximum likelihood estimates of parameters of partially observed Markov systems

zbMATH Open1072.62627MaRDI QIDQ2755302

O. O. Zhyhajlo

Publication date: 8 November 2001

Published in: Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky (Search for Journal in Brave)

zbMATH Keywords

Markov processinfinitesimal matrix estimation

Mathematics Subject Classification ID

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

Related Items (5)

Estimation of parameters for Hilbert space-valued partially observable stochastic processes ⋮ Title not available (Why is that?) ⋮ Maximum Likelihood Estimation of Transition Probabilities of Jump Markov Linear Systems ⋮ Optimal estimation of some functionals of Markovian systems under the condition of incomplete observations ⋮ Title not available (Why is that?)

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