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- W1570682252 abstract "The estimation of Hidden Markov Models has attracted a lot of attention recently. The purpose of this paper is to lay the foundation for a new approach for the analysis of the maximum-likelihood estimation of HMM-s, using representation of HMM-s due to Borkar (1993). A useful connection between the estimation theory of HMM-s and linear stochastic systems is established via the theory of L-mixing processes. The results are potentially useful for deriving strong approximation results, which are in turn applicable to analyze adaptive predictors and change detection methods." @default.
- W1570682252 created "2016-06-24" @default.
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- W1570682252 date "2003-08-27" @default.
- W1570682252 modified "2023-09-26" @default.
- W1570682252 title "New methods for the statistical analysis of Hidden Markov Models" @default.
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- W1570682252 doi "https://doi.org/10.1109/cdc.2002.1184870" @default.
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