首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On the use of quasi-likelihood for estimation in hidden-Markov random fields
Authors:CC Heyde
Institution:

Stochastic Analysis Program, School of Mathematical Sciences, Australian National University, Canberra, ACT 0200, Australia

Abstract:This paper illustrates the use of quasi-likelihood methods of inference for hidden Markov random fields. These are simple to use and can be employed under circumstances where only the model form and its covariance structure are specified. In particular they can be used to derive the same estimating equations as the E-M algorithm or change of measure methods, which make full distributional assumptions.
Keywords:Hidden Markov models  Random fields  Quasi-likelihood  Estimating equations  Change of measure
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号