About the posterior distribution in hidden Markov models with unknown number of states

DOI10.3150/13-BEJ550zbMath1302.62183arXiv1207.2064MaRDI QIDQ470062

Elisabeth Gassiat, Judith Rousseau

Publication date: 11 November 2014

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.2064

zbMATH Keywords

Bayesian statisticshidden Markov modelsposterior distributionorder selectionnumber of components

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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