Hidden Markov chains in generalized linear models

DOI10.2307/3315677zbMath0997.60507OpenAlexW2016295159MaRDI QIDQ4399501

Murray A. Cameron, Peter J. Thomson, T. Rolf Turner

Publication date: 11 November 2002

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315677

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items

Assessing the Goodness-of-Fit of Hidden Markov Models ⋮ eglhmm ⋮ Estimation of Operating Characteristics for Dependent Diagnostic Tests Based on Latent Markov Models ⋮ Information matrix for hidden Markov models with covariates ⋮ Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates ⋮ Direct maximization of the likelihood of a hidden Markov model

Uses Software

• R
• GLIM

Cites Work

• Parameter estimation for hidden Gibbs chains
• Maximum-likelihood estimation for hidden Markov models
• Inference in hidden Markov models. I: Local asymptotic normality in the stationary case.
• Estimation of parameters in hidden Markov models
• Hidden Markov Models for Speech Recognition
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
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