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"A new approximate likelihood estimator for ARMA-filtered hidden Markov models."

Steffen Michalek, Mirko Wagner, Jens Timmer (2000)

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DOI: 10.1109/78.845913

access: closed

type: Journal Article

metadata version: 2020-03-10

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Steffen Michalek, Mirko Wagner, Jens Timmer:
A new approximate likelihood estimator for ARMA-filtered hidden Markov models. IEEE Trans. Signal Process. 48(6): 1537-1547 (2000)

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