Maximum likelihood estimation of hidden Markov processes
type: Item
instance of: scholarly article
title: Maximum likelihood estimation of hidden Markov processes
zbMATH Open document ID: 1035.62084
author: Halina Frydman
author: Peter Lakner
published in: The Annals of Applied Probability
publication date: 2004-03-30T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 2063740
zbMATH Keywords: likelihood ratio
zbMATH Keywords: E-M algorithm
zbMATH Keywords: filtered integrals
zbMATH Keywords: drift estimation
zbMATH Keywords: security price process
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1069786500
OpenAlex ID: W3125965554
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DOI: 10.1214/AOAP/1069786500
description: scientific article; zbMATH DE number 2063740