Estimation of parameters in hidden Markov models

DOI10.1098/rsta.1991.0132zbMath0746.62086OpenAlexW2092456117MaRDI QIDQ4007271

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Publication date: 27 September 1992

Published in: Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rsta.1991.0132

zbMATH Keywords

Monte Carlomaximum likelihoodhidden Markov modelsmixture modelsdependence structuresatellite dataincomplete-data problemsnoisy versions of realizations of Markov models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62P99) Survival analysis and censored data (62N99)

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