Inference in Hidden Markov Models (Springer Series in

Inference in Hidden Markov Models (Springer Series in Statistics)

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.
Country USA
Brand Springer
Manufacturer Springer
Binding Hardcover
ItemPartNumber A-106-016
Model A-106-016
ReleaseDate 2005-08-04
UnitCount 1
UPCs 000387402640
EANs 9780387402642

Inference in Hidden Markov Models (Springer Series in Statistics)