Estimation of linear autoregressive models with Markov-switching, the E.M. algorithm revisited
type: Item
instance of: scholarly article
zbMATH Open document ID: 1067.62089
author: J. Rynkiewiecz
publication date: 2005-04-14T00:00:00Z
full work available at URL: https://arxiv.org/abs/0802.3143
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60J10
zbMATH DE Number: 2156026
zbMATH Keywords: Hidden Markov models
zbMATH Keywords: Bayes theorem
zbMATH Keywords: maximum likelihood estimator
MaRDI profile type: Publication
arXiv classification: stat.ME
arXiv classification: math.ST
arXiv classification: stat.TH
arXiv ID: 0802.3143
description: scientific article; zbMATH DE number 2156026