Springer Series in Statistics Inference in Hidden Markov Models

Type

Book

Authors

Cappe ( Cappe, Olivier )

Moulines ( Moulines, Eric )

Ryden ( Ryden, Tobias )

ISBN 10

0387402640

ISBN 13

9780387402642

Tags

Statistics, Computer Simulation, Electronics, Bioinformatics, Probability & Statistics, Business & Finance, Computer Science

Series Name

Springer Series in Statistics

Description

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. - from Amzon

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