Maximum likelihood estimation for multiv
โ
Liporace, L.
๐
Article
๐
1982
๐
IEEE
๐
English
โ 728 KB
Parameter estimation for multivariate functions of Markov chains, a class of versatile statistical models for vector random processes, is discussed. The model regards an ordered sequence of vectors as noisy multivariate observations of a Markov chain. Mixture distributions are a special case. The fo