Assessing the Goodness-of-Fit of Hidden Markov Models

DOI10.1111/J.0006-341X.2004.00189.XzbMath1274.62708WikidataQ80166449 ScholiaQ80166449MaRDI QIDQ3442975

Rachel MacKay Altman

Publication date: 25 May 2007

Published in: Biometrics (Search for Journal in Brave)

zbMATH Keywords

model selectionhidden Markov modelgoodness-of-fitstationary time seriesmultiple sclerosisprobability plot

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Graphical methods in statistics (62A09)

Related Items (5)

Model Checking for Hidden Markov Models ⋮ Bayesian methods for time series of count data ⋮ Seven things to remember about hidden Markov models: A tutorial on Markovian models for time series ⋮ Hidden Markov Models With Applications in Cell Adhesion Experiments ⋮ Detection of fluid signals in the 1985 Yellowstone earthquake swarm

Cites Work

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• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Limit theorems for regression models of time series of counts
• The envelope probability plot as a goodness-of-fit test
• Hidden Markov chains in generalized linear models
• Bayesian Predictive Inference for Time Series Count Data
• Likelihood‐Ratio Tests for Hidden Markov Models
• Estimating the order of a hidden markov model
• An Introduction to the Application of the Theory of Probabilistic Functions of a Markov Process to Automatic Speech Recognition
• Estimating the Order of Hidden Markov Models

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