Likelihood‐Ratio Tests for Hidden Markov Models

DOI10.1111/j.0006-341X.2000.00742.xzbMath1060.62550OpenAlexW2073318440WikidataQ74310637 ScholiaQ74310637MaRDI QIDQ4670406

Paolo Giudici, Tobias Rydén, Pierre Vandekerkhove

Publication date: 22 April 2005

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0006-341x.2000.00742.x

zbMATH Keywords

likelihood-ratio testGaussian hidden Markov modelmultivariate hidden Markov modeltemporal graphical model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: hypothesis testing (62M02)

Related Items (12)

Assessing the Goodness-of-Fit of Hidden Markov Models ⋮ General framework and model building in the class of hidden mixture transition distribution models ⋮ A cluster identification framework illustrated by a filtering model for earthquake occurrences ⋮ Testing lumpability for marginal discrete hidden Markov models ⋮ 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 ⋮ Hidden Markov analysis of mechanosensitive ion channel gating ⋮ Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions ⋮ Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering ⋮ Testing for two states in a hidden Markov model ⋮ Quasi-hidden Markov model and its applications in change-point problems ⋮ The likelihood ratio test for hidden Markov models in two-sample problems

Cites Work

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• Maximum-likelihood estimation for hidden Markov models
• Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
• Approximation Theorems of Mathematical Statistics
• On the Identifiability of Finite Mixtures

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