The continuous-time hidden Markovmodel based on discretization. Properties of estimators and applications
Metadatos
Mostrar el registro completo del ítemEditorial
Springer Nature
Materia
Hidden Markov model Poisson process Maximun-likelihood estimation Asymptotic properties
Fecha
2023-06-23Referencia bibliográfica
Gámiz, M.L., Limnios, N. & Segovia-García, M.C. The continuous-time hidden Markov model based on discretization. Properties of estimators and applications. Stat Inference Stoch Process (2023). [https://doi.org/10.1007/s11203-023-09292-0]