Supporting your high street Find out how »
Basket Image


Inference in Hidden Markov Models, Hardback Book

Inference in Hidden Markov Models Hardback

Part of the Springer Series in Statistics series


This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory.

Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states.

In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail.

Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.


  • Format: Hardback
  • Pages: 653 pages, XVII, 653 p.
  • Publisher: Springer-Verlag New York Inc.
  • Publication Date:
  • Category: Probability & statistics
  • ISBN: 9780387402642

Other Formats



Free Home Delivery

on all orders

Pick up orders

from local bookshops

Also by Olivier Cappe