Exact computation of the observed information matrix for hidden Markov models

Journal of Computational and Graphical Statistics

Volumn 11, Issue 3, 2002, Pages 678-689

  Lystig, Theodore C ^a   Hughes, James P ^a  

^a CHALMERS UNIVERSITY OF TECHNOLOGY   (Sweden)

Author keywords

Conditional probability; EM algorithm; Forward backward; Scaling; Variance

Indexed keywords

EID: 0036750717     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186002402     Document Type: Article

References (24)

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