Hidden Markov model for parameter estimation of a random walk in a Markov environment

Author: Andreoletti Pierre   Loukianova Dasha   Matias Catherine  

Publisher: Edp Sciences

E-ISSN: 1262-3318|19|issue|605-625

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.19, Iss.issue, 2015-12, pp. : 605-625

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Abstract