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Density estimation for Markov processes using delta-sequences

โœ Scribed by B. L. S. Prakasa Rao


Publisher
Springer Japan
Year
1978
Tongue
English
Weight
330 KB
Volume
30
Category
Article
ISSN
0020-3157

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Estimation for mixtures of Markov proces
โœ Jeong-gun Park; I.V. Basawa ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 121 KB

Finite mixtures of Markov processes with densities belonging to exponential families are introduced. Quasilikelihood and maximum likelihood methods are used to estimate the parameters of the mixing distributions and of the component distributions. The E-M algorithm is used to compute the ML estimate