SESSION WM2: Hidden Markov Models: Realization and Estimation

ROOM: Colonnade CHAIRS: L. Finesso (Padova), G. Picci (Padova)
Factorization of doubly stochastic circulants G. Picci, Washington University, USA, J. M. van den Hof, J. H. van Schuppen, CWI, The Netherlands
Convergence of the recursive maximum likelihood algorithm for HMM's F. LeGland, IRISA/INRIA, France, L. Mevel, IRMAR, France
Bayesian estimators for finite HMM's G. Di Masi, Universita di Padova, Italy, L. Finesso, LADSEB-CNR, Italy
Asymptotic properties of the maximum likelihood estimator for general HMMÍs T. Ryden, Lund University, Sweden