Testing for two states in a hidden Markov model
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Publication:3626374
DOI10.1002/cjs.5550360402zbMath1166.62061OpenAlexW2073745063MaRDI QIDQ3626374
Publication date: 22 May 2009
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/cjs.5550360402
tableslikelihood ratio testmaximum likelihood estimationWald testmarginal distributionsfinite mixture
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Related Items (4)
On finite mixture models ⋮ Exact and approximate hidden Markov chain filters based on discrete observations ⋮ Testing for the number of states in hidden Markov models ⋮ Testing for two components in a switching regression model
Cites Work
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- Likelihood‐Ratio Tests for Hidden Markov Models
- Optimal error exponents in hidden markov models order estimation
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- Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
- ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS
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