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Estimating the Order of Hidden Markov Models - MaRDI portal

Estimating the Order of Hidden Markov Models (Q4857304)

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scientific article; zbMATH DE number 820599
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English
Estimating the Order of Hidden Markov Models
scientific article; zbMATH DE number 820599

    Statements

    title
    Estimating the Order of Hidden Markov Models (English)
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    author
    Tobias Rydén
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    published in
    Statistics
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    publication date
    7 May 1996
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    zbMATH DE Number
    820599
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    zbMATH Keywords
    mixture distribution
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    Markov regime
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    order estimation
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    Hidden Markov models
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    sequences of dependent random variables
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    penalized likelihood estimator
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    OpenAlex ID
    W2073201477
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