BOOTSTRAPPING METHOD FOR CONSTRUCTING CONFIDENTIAL INTERVALS FOR ESTIMATED PARAMETERS OF THE HIDDEN MARKOV MODEL

DOI10.17654/ADASAUG2015_097_105zbMath1356.62141OpenAlexW2519450680MaRDI QIDQ2795810

Etsuo Miyaoka, Yosuke Inaba

Publication date: 22 March 2016

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/9359.htm

zbMATH Keywords

bootstraphidden Markov modelforward-backward algorithmlikelihood-functionBaum-Welch

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Bootstrap, jackknife and other resampling methods (62F40)

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