Estimating the order of a hidden markov model
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Publication:4707442
DOI10.2307/3316097zbMath1018.62062OpenAlexW2137399261MaRDI QIDQ4707442
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
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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