Inference in Hidden Markov Models

✍ Olivier Cappé, Eric Moulines, Tobias Ryden 📂 Library 📅 2005 🏛 Springer, Berlin 🌐 English

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way t

Inference in hidden Markov models

📁 Inference in hidden Markov models

✍ Cappe O., Moulines E., Ryden T. 📂 Library 📅 2005 🏛 Springer 🌐 English

Inference in Hidden Markov Models

📁 Inference in Hidden Markov Models

✍ Olivier Cappé, Eric Moulines, Tobias Ryden 📂 Library 📅 2005 🏛 Springer 🌐 English

Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more. This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statist

Inference in hidden Markov models

📁 Inference in hidden Markov models

✍ Cappé, Olivier; Moulines, Eric; Rydén, Tobias 📂 Library 📅 2005 🏛 Springer 🌐 English

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way t

Hidden Markov models in finance

📁 Hidden Markov models in finance

✍ Rogemar S. Mamon, Robert J. Elliott 📂 Library 📅 2007 🏛 Springer 🌐 English

A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kind

Hidden Markov Models in Finance

📁 Hidden Markov Models in Finance

✍ Mamon R.S., Elliott R.J. 📂 Library 📅 2007 🌐 English

A number of methodologies have been employed to provide decision making solutions to a whole assortment of financial problems in today's globalized markets. Hidden Markov Models in Finance by Mamon and Elliott will be the first systematic application of these methods to some special kinds of financi

Inference in Hidden Markov Models

✦ Subjects