Likelihood computation for hidden Markov models via generalized two-filter smoothing

10.1016/j.spl.2013.02.005

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Bibliographic Details
Main Authors:	Persing, A., Jasra, A.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2016
Subjects:	Generalized two-filter smoothing Likelihood estimation Sequential Monte Carlo
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/125056
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-125056
record_format	dspace
spelling	sg-nus-scholar.10635-1250562023-10-30T09:51:56Z Likelihood computation for hidden Markov models via generalized two-filter smoothing Persing, A. Jasra, A. STATISTICS & APPLIED PROBABILITY Generalized two-filter smoothing Likelihood estimation Sequential Monte Carlo 10.1016/j.spl.2013.02.005 Statistics and Probability Letters 83 5 1433-1442 SPLTD 2016-06-02T10:30:17Z 2016-06-02T10:30:17Z 2013-05 Article Persing, A., Jasra, A. (2013-05). Likelihood computation for hidden Markov models via generalized two-filter smoothing. Statistics and Probability Letters 83 (5) : 1433-1442. ScholarBank@NUS Repository. https://doi.org/10.1016/j.spl.2013.02.005 01677152 http://scholarbank.nus.edu.sg/handle/10635/125056 000317808700018 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Generalized two-filter smoothing Likelihood estimation Sequential Monte Carlo
spellingShingle	Generalized two-filter smoothing Likelihood estimation Sequential Monte Carlo Persing, A. Jasra, A. Likelihood computation for hidden Markov models via generalized two-filter smoothing
description	10.1016/j.spl.2013.02.005
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Persing, A. Jasra, A.
format	Article
author	Persing, A. Jasra, A.
author_sort	Persing, A.
title	Likelihood computation for hidden Markov models via generalized two-filter smoothing
title_short	Likelihood computation for hidden Markov models via generalized two-filter smoothing
title_full	Likelihood computation for hidden Markov models via generalized two-filter smoothing
title_fullStr	Likelihood computation for hidden Markov models via generalized two-filter smoothing
title_full_unstemmed	Likelihood computation for hidden Markov models via generalized two-filter smoothing
title_sort	likelihood computation for hidden markov models via generalized two-filter smoothing
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/125056
_version_	1781789976237703168

Likelihood computation for hidden Markov models via generalized two-filter smoothing

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