An EM and a Stochastic Version of the EM Algorithm for Nonparametric Hidden Semi-Markov Models

DOI10.1080/03610910903411185zbMath1186.62047OpenAlexW1913273903MaRDI QIDQ5305505

Sonia Malefaki, Samis Trevezas, Nikolaos Limnios

Publication date: 22 March 2010

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

Full work available at URL: https://doi.org/10.1080/03610910903411185

zbMATH Keywords

EM algorithmmaximum likelihood estimationstochastic EM algorithmhidden semi-Markov models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)

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