Statistical estimation in hierarchical hidden Markov model

DOI10.1007/s10559-014-9681-xzbMath1328.60202OpenAlexW2135649836MaRDI QIDQ891107

A. A. Voina

Publication date: 16 November 2015

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-014-9681-x

zbMATH Keywords

Markov chainshidden Markov modelinventory controlqueueing systemstatistical estimationconsistent estimators

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Inventory, storage, reservoirs (90B05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (1)

Using hidden Markov models in estimating the parameters of hierarchical systems

Cites Work

• Asymptotic optimization for stochastic models based on a compound Poisson process
• Nonparametric estimation for a compound Poisson process governed by a Markov chain
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