Recursive Maximum Likelihood Algorithm for Dependent Observations

DOI10.1109/TSP.2018.2889945zbMath1414.62077OpenAlexW2908075801WikidataQ128647367 ScholiaQ128647367MaRDI QIDQ4628293

Boaz Schwartz, Yair Noam, Sharon Gannot, Emanuël A. P. Habets

Publication date: 6 March 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2018.2889945

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

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