Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model
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Publication:457266
DOI10.1007/s10463-014-0450-4zbMath1337.62206OpenAlexW1982054212MaRDI QIDQ457266
John A. D. Aston, Christopher F. H. Nam, Adam M. Johansen
Publication date: 26 September 2014
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-014-0450-4
Computational methods in Markov chains (60J22) Markov processes: estimation; hidden Markov models (62M05)
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