搜索结果: 1-2 共查到“概率论 Hidden”相关记录2条 . 查询时间(0.121 秒)
Joint Extremal Behavior of Hidden and Observable Time Series
tail chain time series joint extremal behavior ARCH
2011/8/24
Abstract: We analyze the joint extremal behavior of two real-valued processes (X_t) and (Y_t) which can be interpreted as an observable and an unobservable time series. Our analysis is motivated by th...
Entropy Rate for Hidden Markov Chains with rare transitions
Entropy Rate for Hidden Markov Chains rare transitions
2011/1/20
We consider Hidden Markov Chains obtained by passing a Markov Chain with rare transitions through a noisy memoryless channel. We obtain asymptotic estimates for the entropy of the resulting Hidden Mar...