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- W1503902952 abstract "In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on the new information-theoretic concept of one-step Kerridge inaccuracy (OKI). Under several regulatory conditions, we establish a convergence result (and some limited strong consistency results) for our proposed online OKI-based parameter estimator. In simulation studies, we illustrate the global convergence behaviour of our proposed estimator and provide a counter-example illustrating the local convergence of other popular HMM parameter estimators." @default.
- W1503902952 created "2016-06-24" @default.
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- W1503902952 date "2015-10-01" @default.
- W1503902952 modified "2023-09-27" @default.
- W1503902952 title "Towards strongly consistent online HMM parameter estimation using one-step Kerridge inaccuracy" @default.
- W1503902952 hasPublicationYear "2015" @default.
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