The likelihood ratio test for hidden Markov models in two-sample problems

DOI10.1016/j.csda.2007.06.002zbMath1452.62602OpenAlexW2032485308MaRDI QIDQ1023513

Hajo Holzmann, Jörn Dannemann

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.06.002

zbMATH Keywords

likelihood ratio testhidden Markov modelcircular datatwo-sample problem

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric hypothesis testing (62F03) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Hypothesis testing for panels of semi-Markov processes with parametric sojourn time distributions

Cites Work

• Maximum-likelihood estimation for hidden Markov models
• Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
• Inference in hidden Markov models.
• Likelihood‐Ratio Tests for Hidden Markov Models
• Mixed Hidden Markov Models
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