Reparameterisation Strategies for Hidden Markov Models and Bayesian Approaches to Maximum Likelihood Estimation.

This paper synthesises a global approach to both Bayesian and likelihood treatments of the estimation of the parameters of a hidden Markov model for the cases of normal and Poisson underlying distribution.

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Year of publication:	1996
Authors:	Robert, C.P. ; Titterington, D.M.
Subject:	MATHEMATICS \| ECONOMETRICS \| EVALUATION

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Type of publication:	Book / Working Paper
Notes:	31 pages
Classification:	C00 - Mathematical and Quantitative Methods. General ; C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C19 - Econometric and Statistical Methods: General. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005486798