Statistical inference for the nonparametric and semiparametric hidden Markov model via the composite likelihood approach

DOI10.1007/s11425-020-1913-7OpenAlexW4309905358MaRDI QIDQ2688133

Mian Huang, Weixin Yao, Yue Huang

Publication date: 9 March 2023

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-020-1913-7

zbMATH Keywords

composite likelihoodgeneralized likelihood ratio testsemiparametric estimatenonhomogeneous HMMnonparametric HMM

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05)

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