Estimation for partially observed Markov processes
type: Item
instance of: scholarly article
title: Estimation for partially observed Markov processes
zbMATH Open document ID: 0819.60062
DOI: 10.1007/BF01581757
author: T. N. Kaseke
author: Mary E. Thompson
published in: Stochastic Hydrology and Hydraulics
publication date: 1995-08-15T00:00:00Z
Mathematics Subject Classification ID: 60J20
Mathematics Subject Classification ID: 86A05
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 762196
zbMATH Keywords: hidden Markov models
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: EM algorithm
zbMATH Keywords: martingale estimating function
zbMATH Keywords: forward-backward algorithm
zbMATH Keywords: Monte Carlo
zbMATH Keywords: filtering
zbMATH Keywords: Nash cascade model
zbMATH Keywords: rainfall runoff modeling
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 762196