Concepedia

Maximum-likelihood estimation for hidden Markov models

Brian G. Leroux

Stochastic Processes and their Applications · 1992 · 431 citations · 18 references

DOI

Concepts

References

18

Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm

A. P. Dempster, N. M. Laird, Donald B. Rubin · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1977 · 49.7K citations

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A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

Leonard E. Baum, Ted Petrie, George Soules · The Annals of Mathematical Statistics · 1970 · 4.3K citations · Full text

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Statistical Inference for Probabilistic Functions of Finite State Markov Chains

Leonard E. Baum, Ted Petrie · The Annals of Mathematical Statistics · 1966 · 2.8K citations · Full text

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Note on the Consistency of the Maximum Likelihood Estimate

Abraham Wald · The Annals of Mathematical Statistics · 1949 · 1.1K citations · Full text

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Products of Random Matrices

Hillel Fürstenberg, Harry Kesten · The Annals of Mathematical Statistics · 1960 · 1.1K citations · Full text

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