Computational issues in parameter estimation for hidden Markov models with template model builder
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Publication:6181679
DOI10.1080/00949655.2023.2226788arXiv2302.10564OpenAlexW4382894766MaRDI QIDQ6181679
Jan Bulla, Geir Drage Berentsen, Unnamed Author, Bård Støve
Publication date: 23 January 2024
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2302.10564
robustnessconfidence intervalsmaximum likelihood estimationhidden Markov modelinitial conditionssmoothing probabilitiestemplate model builder
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