Nonparametric density estimation in hidden Markov models

DOI10.1023/A:1013722215208zbMath1005.62032MaRDI QIDQ1600683

Lin Cheng Zhao, Chang Chung Yu Dorea

Publication date: 16 June 2002

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

hidden Markov modelkernel estimategeneral state space

Mathematics Subject Classification ID

Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05)

Related Items (4)

The continuous-time hidden Markov model based on discretization. Properties of estimators and applications ⋮ Adaptive estimation of the transition density of a particular hidden Markov chain ⋮ Kernel estimation for stationary density of Markov chains with general state space ⋮ Stochastic algorithm for Bayesian mixture effect template estimation

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