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- W2499351412 abstract "ABSTRACTThe likelihood function of a Gaussian hidden Markov model is unbounded, which is why the maximum likelihood estimator (MLE) is not consistent. A penalized MLE is introduced along with a rigorous consistency proof." @default.
- W2499351412 created "2016-08-23" @default.
- W2499351412 creator A5044806094 @default.
- W2499351412 date "2016-01-11" @default.
- W2499351412 modified "2023-09-24" @default.
- W2499351412 title "Penalized maximum likelihood estimation for Gaussian hidden Markov models" @default.
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- W2499351412 doi "https://doi.org/10.1080/03610926.2014.957855" @default.
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