Exact filters for the estimation of the number of transitions of finite-state continuous-time Markov processes
- 1 July 1988
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 34 (4) , 890-893
- https://doi.org/10.1109/18.9793
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithmStochastic Processes and their Applications, 1986
- Maximum likelihood estimation for multivariate mixture observations of markov chains (Corresp.)IEEE Transactions on Information Theory, 1986
- Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)IEEE Transactions on Information Theory, 1985
- Algebraic and Geometric Methods in Nonlinear FilteringSIAM Journal on Control and Optimization, 1984
- On the Convergence Properties of the EM AlgorithmThe Annals of Statistics, 1983
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHMJournal of Time Series Analysis, 1982
- Maximum Likelihood from Incomplete Data Via the EM AlgorithmJournal of the Royal Statistical Society Series B: Statistical Methodology, 1977
- Statistics of Random Processes IPublished by Springer Nature ,1977
- Stochastic Differential Systems IPublished by Springer Nature ,1973
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov ChainsThe Annals of Mathematical Statistics, 1970