Maximum-likelihood estimation for hidden Markov models

[1]  G. G. Stokes "J." , 1890, The New Yale Book of Quotations.

[2]  A. Wald Note on the Consistency of the Maximum Likelihood Estimate , 1949 .

[3]  J. Kiefer,et al.  CONSISTENCY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE PRESENCE OF INFINITELY MANY INCIDENTAL PARAMETERS , 1956 .

[4]  Samuel Karlin,et al.  A First Course on Stochastic Processes , 1968 .

[5]  L. Baum,et al.  Statistical Inference for Probabilistic Functions of Finite State Markov Chains , 1966 .

[6]  L. Baum,et al.  An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology , 1967 .

[7]  H. Teicher Identifiability of Mixtures of Product Measures , 1967 .

[8]  T Petrie,et al.  Probabilistic functions of finite-state markov chains. , 1967, Proceedings of the National Academy of Sciences of the United States of America.

[9]  T. Petrie Probabilistic functions of finite-state markov chains. , 1967, Proceedings of the National Academy of Sciences of the United States of America.

[10]  L. Baum,et al.  A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains , 1970 .

[11]  G. Lindgren Markov regime models for mixed distributions and switching regressions , 1978 .

[12]  R. Redner Note on the Consistency of the Maximum Likelihood Estimate for Nonidentifiable Distributions , 1981 .

[13]  H. Derin,et al.  A recursive algorithm for the Bayes solution of the smoothing problem , 1981 .

[14]  L. R. Rabiner,et al.  An introduction to the application of the theory of probabilistic functions of a Markov process to automatic speech recognition , 1983, The Bell System Technical Journal.

[15]  L. R. Rabiner,et al.  A probabilistic distance measure for hidden Markov models , 1985, AT&T Technical Journal.

[16]  Statistical modeling of daily rainfall occurrences , 1987 .

[17]  G. Kitagawa,et al.  Non-Gaussian State—Space Modeling of Nonstationary Time Series , 1987 .

[18]  G. Churchill Stochastic models for heterogeneous DNA sequences. , 1989, Bulletin of mathematical biology.