Computational issues in parameter estimation for stationary hidden Markov models

Jan Bulla and Andreas Berzel ()

Computational Statistics, 2008, vol. 23, issue 1, pages 1-18

Keywords: Computational methods; Confidence intervals; EM algorithm; Hybrid algorithm; Initial conditions; Newton-type algorithm; Parameterization; Stationary hidden Markov model (search for similar items in EconPapers)
Date: 2008
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