Hidden Markov model steady-state estimation

DOI10.1080/03610918.2020.1813775OpenAlexW3084618789MaRDI QIDQ5055170

Karima Elkimakh, Abdelaziz Nasroallah

Publication date: 13 December 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2020.1813775

zbMATH Keywords

hidden Markov modelMonte Carlo simulationMarkov chainsteady-state probabilityregenerative technique

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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