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Parameter estimation of Gaussian hidden Markov models when missing observations occur

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  • Roberta Paroli
  • Luigi Spezia

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  • Roberta Paroli & Luigi Spezia, 2002. "Parameter estimation of Gaussian hidden Markov models when missing observations occur," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3-4), pages 163-179.
    • Handle: RePEc:mtn:ancoec:2002:3:11
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    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2002-LX-3_4-11.pdf
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    References listed on IDEAS

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    1. A. Azzalini & A.W. Bowman, 1990. "A Look at Some Data on the Old Faithful Geyser," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(3), pages 357-365, November.
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