Estimating the order of a hidden markov model

DOI10.2307/3316097zbMath1018.62062OpenAlexW2137399261MaRDI QIDQ4707442

Rachel J. MacKay

Publication date: 15 September 2003

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

Full work available at URL: https://semanticscholar.org/paper/1544f298ac266ce091fc9264623ebaf0bfa20071

zbMATH Keywords

consistencyhidden Markov modelnumber of componentsminimum-distance method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

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