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Title: Hidden Markov and Other Models for Discrete- Valued Time Series by Iain L. MacDonald, W. Zucchini, Lain L. MacDonald, W. Zucchii ISBN: 0-412-55850-5 Publisher: CRC Press Pub. Date: 01 January, 1997 Format: Hardcover Volumes: 1 List Price(USD): $89.95

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Average Customer Rating: 3 (1 review)

Rating: 3
Summary: This is fairly good book for applications
Comment: This book describes a variety of hidden Markov models and points out where they arise and how to estimate parameters of the model. It also points out where they arise in a natural manner and how the models can be used in applications. It is not supposed to be a mathematically rigorous treatment of the subject for which one should look elsewhere like the book by R.J.Elliott, L.Aggoun and J.B.Moore (1995): Hidden Markov Models: Estimation and Control. Springer-Verlag. It is easy to read. But it lacks depth to a certain extent and is not comprehensive enough to satisfy all types of needs.

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