Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility

2014 ◽  
pp. 227-240 ◽  
Author(s):  
Xiaojing Xi ◽  
Rogemar S. Mamon
Keyword(s):  
Parameter Estimation ◽  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov

scholarly journals Parameter Estimation of a Class of Hidden Markov Model with Diagnostics

2013 ◽  
Vol 12 (1) ◽  
pp. 181-197
Author(s):  
E. B. Nkemnole ◽  
O. Abass ◽  
R. A. Kasumu
Keyword(s):  
Parameter Estimation ◽  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov

scholarly journals A novel algorithm for parameter estimation of Hidden Markov Model inspired by Ant Colony Optimization

Heliyon ◽  
2019 ◽  
Vol 5 (3) ◽  
pp. e01299 ◽  
Author(s):  
Akram Emdadi ◽  
Fatemeh Ahmadi Moughari ◽  
Fatemeh Yassaee Meybodi ◽  
Changiz Eslahchi
Keyword(s):  
Parameter Estimation ◽  
Markov Model ◽  
Hidden Markov Model ◽  
Ant Colony Optimization ◽  
Hidden Markov ◽  
Ant Colony ◽  
Novel Algorithm
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