Inference in finite state space non parametric hidden Markov models and applications

DOI10.1007/s11222-014-9523-8zbMath1342.62141OpenAlexW2105137170MaRDI QIDQ2631347

Elisabeth Gassiat, Alice Cleynen, Stephane Robin

Publication date: 29 July 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-014-9523-8

zbMATH Keywords

hidden Markov modelsnonparametricidentifiability

Mathematics Subject Classification ID

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

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Uses Software

• TAHMMAnnot
• HMMmix

Cites Work

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• Semiparametric Estimation of a Two‐component Mixture Model where One Component is known
• On the Identifiability of Finite Mixtures
• Probabilistic Functions of Finite State Markov Chains
• Nonparametric finite translation hidden Markov models and extensions

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