Recursive estimation of high-order Markov chains: approximation by finite mixtures
type: Item
instance of: scholarly article
title: Recursive estimation of high-order Markov chains: approximation by finite mixtures
zbMATH Open document ID: 1390.62168
author: Miroslav Kárný
published in: Information Sciences
publication date: 2018-05-22T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 6870728
zbMATH Keywords: Markov chain
zbMATH Keywords: approximate parameter estimation
zbMATH Keywords: Bayesian recursive estimation
zbMATH Keywords: adaptive systems
zbMATH Keywords: Kullback-Leibler divergence
zbMATH Keywords: forgetting
MaRDI profile type: Publication
full work available at URL: j.ins.2015.07.038
OpenAlex ID: W1413305739
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DOI: 10.1016/J.INS.2015.07.038
description: scientific article; zbMATH DE number 6870728