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On uniqueness of the conditional maximum likelihood estimation for a binary panel model

โœ Scribed by Kentaro Akashi


Book ID
116422912
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
204 KB
Volume
112
Category
Article
ISSN
0165-1765

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The Baum-Welch (EM) algorithm is a familiar tool for calculation of the maximum likelihood estimate of the parameters in hidden Markov chain models. For the particular case of a binary Markov chain corrupted by binary channel noise a detailed study is carried out of the influence that the initial co