Recursive estimation in mixture models with Markov regime

DOI10.1109/18.104334zbMath0739.62068OpenAlexW2132670804MaRDI QIDQ3987468

Ulla Holst, Georg Lindgren

Publication date: 28 June 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.104334

zbMATH Keywords

hidden Markov chainmaximum likelihoodEM-algorithmrecursive algorithmmixture modelsapproximately normally distributed estimatesrecursive ML-estimationsimulations of symmetric normal mixtures

Mathematics Subject Classification ID

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

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