Computational issues in parameter estimation for stationary hidden Markov models
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Bibliographic InfoArticle provided by Springer in its journal Computational Statistics.
Volume (Year): 23 (2008)
Issue (Month): 1 (January)
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Web page: http://www.springerlink.com/link.asp?id=120306
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- Jan Bulla, 2010. "Hidden Markov models with t components. Increased persistence and other aspects," Quantitative Finance, Taylor & Francis Journals, vol. 11(3), pages 459-475.
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