PARAMETER-ESTIMATION FOR HIDDEN GIBBS CHAINS

作     者：QIAN, W TITTERINGTON, DM 

作者机构：Department of Statistics University of Glasgow Glasgow G12 8QQ Scotland UK 

出 版 物：《STATISTICS & PROBABILITY LETTERS》 (统计学与概率论通讯)

年 卷 期：1990年第10卷第1期

页      面：49-58页

核心收录：

学科分类：07[理学] 0714[理学-统计学（可授理学、经济学学位）] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：EM algorithm Gibbs chain Markov chain Markov random field missing data partially observed Gibbs chain 

摘      要：The paper investigates parameter estimation for the Gibbs chain and for the partially observed Gibbs chain. A recursion technique is used for maximizing the likelihood function and for carrying out the EM algorithm when only noisy data are available. Asymptotic properties are discussed and simulation results are presented.