A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification

Journal of Statistical Planning and Inference

Volumn 139, Issue 3, 2009, Pages 962-977

  Chambaz, A ^a   Garivier, A ^b   Gassiat, E ^c  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b TELECOM PARISTECH   (France)

^c UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

BIC; Infinite alphabet; Model selection; Order estimation

Indexed keywords

EID: 57049094345     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jspi.2008.06.010     Document Type: Article

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