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Volumn 26, Issue 1, 1998, Pages 107-125

Hidden Markov chains in generalized linear models

Author keywords

EM algorithm; Fisher information; Monte Carlo methods; Poisson counts; Serial dependence

Indexed keywords


EID: 0032400353     PISSN: 03195724     EISSN: None     Source Type: Journal    
DOI: 10.2307/3315677     Document Type: Article
Times cited : (13)

References (23)
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  • 2
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  • 3
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    • A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains
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  • 5
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    • Inference in hidden Markov models I: Local asymptotic normality in the stationary case
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    • Bickel, P.J.1    Ritov, Y.2
  • 12
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    • Hidden Markov models for speech recognition
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  • 13
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    • Le, N.D.1    Leroux, B.G.2    Puterman, M.L.3
  • 14
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    • Maximum-likelihood estimation for hidden Markov models
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  • 15
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    • Maximum-penalized-likelihood estimation for independent and Markov-dependent mixture models
    • Leroux, B.G., and Puterman, M.L. (1992). Maximum-penalized-likelihood estimation for independent and Markov-dependent mixture models. Biometrics, 48, 545-558.
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    • Leroux, B.G.1    Puterman, M.L.2
  • 16
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    • Meilijson, I.1
  • 18
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    • Parameter estimation for hidden Gibbs chains
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    • A hidden Markov model for space-time precipitation
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    • Zucchini, W.1    Guttorp, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.