Browsing Department of Mathematics by Journals "Journal of Statistical Computation and Simulation"
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Computational issues in parameter estimation for hidden Markov models with template model builder
(Journal article; Peer reviewed, 2023)A popular way to estimate the parameters of a hidden Markov model (HMM) is direct numerical maximization (DNM) of the (log-)likelihood function. The advantages of employing the TMB [Kristensen K, Nielsen A, Berg C, et al. ...