Discrete-Time Expectation Maximization Algorithms for Markov-Modulated Poisson Processes

DOI10.1109/TAC.2007.914305zbMath1367.62246OpenAlexW2121909976MaRDI QIDQ4974121

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Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2007.914305

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

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