Hidden Markov and other models for discrete-valued time series /

Hidden Markov and other models for discrete-valued time series /

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Bibliographic Details
Author / Creator:	MacDonald, Iain L.
Edition:	1st ed.
Imprint:	London ; New York : Chapman & Hall, 1997.
Description:	xvi, 236 p. : ill. ; 22 cm.
Language:	English
Series:	Monographs on statistics and applied probability ; 70 Monographs on statistics and applied probability (Series ; 70
Subject:	Markov processes. Time-series analysis. Discrete-time systems. Discrete-time systems. Markov processes. Time-series analysis.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/2628127

Hidden Bibliographic Details
Other authors / contributors:	Zucchini, W.
ISBN:	0412558505 (acid-free paper)
Notes:	Includes bibliographical references (p. [217]-226) and indexes.

Table of Contents:

Pt. 1. Survey of models. 1. A survey of models for discrete-valued time series
Pt. 2. Hidden Markov models. 2. The basic models. 3. Extensions and modifications. 4. Applications. App. A. Proofs of results used in the derivation of the Baum-Welch algorithm
App. B. Data.