Maximum likelihood estimator for hidden Markov models in continuous time
Year of publication: |
2009
|
---|---|
Authors: | Chigansky, Pavel |
Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 2, p. 139-163
|
Publisher: |
Springer |
Subject: | Maximum Likelihood estimator | Continuous time hidden Markov models | Partial observations | Filtering |
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