ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS

DOI10.1111/j.1467-842X.2005.00393.xzbMath1127.62069OpenAlexW2076645275MaRDI QIDQ5438571

D. S. Poskitt, Jing Zhang

Publication date: 24 January 2008

Published in: Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2005.00393.x

zbMATH Keywords

two-step estimator

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (4)

Testing for the number of states in hidden Markov models ⋮ Sufficient dimension reduction for clustered data via finite mixture modelling ⋮ Robust estimation for order of hidden Markov models based on density power divergences ⋮ Testing for two states in a hidden Markov model

This page was built for publication: ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS