Exact smoothing in hidden conditionally markov switching linear models

Communications in Statistics - Theory and Methods

Volumn 40, Issue 16, 2011, Pages 2823-2829

  Pieczynski, Wojciech ^a  

^a TELECOM SUDPARIS   (France)

Author keywords

Exact smoothing; Partially Markov chains; Stochastic switches

Indexed keywords

COMPLEXITY POLYNOMIAL; EXACT CALCULATIONS; EXACT COMPUTATIONS; EXACT SMOOTHING; GAUSSIANS; LINEAR MODEL; MARKOV CHAIN; MARKOV SWITCHING; MARKOVIAN; STATE SPACE SYSTEMS; STATE-SPACE; STOCHASTIC SWITCHES; VARIANCE-COVARIANCE MATRIX;

COVARIANCE MATRIX; STOCHASTIC MODELS;

HIDDEN MARKOV MODELS;

EID: 79957861557     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610926.2011.562761     Document Type: Article

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