๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Estimating the mixing rate for Markov processes

โœ Scribed by A. Yu. Veretennikov


Publisher
Springer
Year
1992
Tongue
English
Weight
496 KB
Volume
31
Category
Article
ISSN
0363-1672

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


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