Computational issues in parameter estimation for hidden Markov models with template model builder

DOI10.1080/00949655.2023.2226788arXiv2302.10564OpenAlexW4382894766MaRDI QIDQ6181679

Jan Bulla, Geir Drage Berentsen, Unnamed Author, Bård Støve

Publication date: 23 January 2024

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.10564

zbMATH Keywords

robustnessconfidence intervalsmaximum likelihood estimationhidden Markov modelinitial conditionssmoothing probabilitiestemplate model builder

Mathematics Subject Classification ID

Statistics (62-XX)

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