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

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
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