Robust estimation for order of hidden Markov models based on density power divergences

DOI10.1080/00949650902725155zbMath1432.62280OpenAlexW2085761453MaRDI QIDQ3589953

Taewook Lee, Sangyeol Lee

Publication date: 17 September 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650902725155

zbMATH Keywords

hidden Markov modelrobust estimatornon-identifiable modelminimum density power divergence estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Robust parametric inference for finite Markov chains ⋮ Recursive parameter estimation algorithm of the Dirichlet hidden Markov model

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