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The EM algorithm and extensions. 2nd ed. (English) Zbl 1165.62019
Hoboken, NJ: John Wiley & Sons (ISBN 978-0-471-20170-0/hbk; 978-0-470-19161-3/ebook). xxvii, 359 p. (2008).
See the review of the first edition from 1997, Zbl 0882.62012.

MSC:
62F10 Point estimation
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62F99 Parametric inference
65C99 Probabilistic methods, stochastic differential equations
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