Order selection for regression-based hidden Markov model

DOI10.1016/J.JMVA.2022.105061OpenAlexW4281649133MaRDI QIDQ2079607

Xin-Yuan Song, Yiqi Lin

Publication date: 30 September 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105061

zbMATH Keywords

longitudinal datahidden Markov modelorder selectionECM-ITD algorithmgroup-sort-fuse procedure

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

The continuous-time hidden Markov model based on discretization. Properties of estimators and applications

Uses Software

• mGene

Cites Work

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