Hidden Markov and other models for discrete-valued time series

✍ Scribed by Iain L. MacDonald, Walter Zucchini

Publisher: Chapman & Hall
Year: 1997
Tongue: English
Leaves: 256
Series: Monographs on statistics and applied probability 70
Edition: 1st ed
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

This book describes a variety of hidden Markov models and points out where they arise and how to estimate parameters of the model. It also points out where they arise in a natural manner and how the models can be used in applications. It is not supposed to be a mathematically rigorous treatment of the subject for which one should look elsewhere like the book by R.J.Elliott, L.Aggoun and J.B.Moore (1995): Hidden Markov Models: Estimation and Control. Springer-Verlag. It is easy to read. But it lacks depth to a certain extent and is not comprehensive enough to satisfy all types of needs.

✦ Table of Contents

Cover......Page 1
MONOGRAPHS ON STATISTICS AND APPLIED PROBABILITY......Page 3
Title......Page 7
Contents......Page 11
Preface......Page 15
PART ONE Survey of Models......Page 19
1 A survey of Models for discrete-valued time series......Page 21
PART TWO Hidden Markov models......Page 71
2 The basic Models......Page 73
3 Extensions and modifications......Page 127
4 Applications......Page 155
APPENDIX A Proofs of results used in the derivation of the Baurn-Welch algorithm......Page 221
APPENDIX B Data......Page 225
References......Page 235
Author index......Page 245
Subject index......Page 249

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