Testing for two states in a hidden Markov model

DOI10.1002/cjs.5550360402zbMath1166.62061OpenAlexW2073745063MaRDI QIDQ3626374

Jörn Dannemann, Hajo Holzmann

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

zbMATH Keywords

tableslikelihood ratio testmaximum likelihood estimationWald testmarginal distributionsfinite mixture

Mathematics Subject Classification ID

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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• ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS

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