Testing lumpability for marginal discrete hidden Markov models

DOI10.1007/S10182-011-0160-7zbMath1223.62144OpenAlexW2022851086MaRDI QIDQ635941

Sabrina Giordano, Roberto Colombi

Publication date: 25 August 2011

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-011-0160-7

zbMATH Keywords

Markov chainsEM algorithmidentifiabilityconditional independencemultinomial hidden Markov models

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: hypothesis testing (62M02)

Related Items (1)

Multiple hidden Markov models for categorical time series

Uses Software

• hmmm
• depmix

Cites Work

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• Likelihood ratio tests and singularities
• Testing lumpability in Markov chains.
• Multinomial-Poisson homogeneous models for contingency tables.
• Misspecification tests and their uses in econometrics
• Inference in hidden Markov models.
• Lumpable hidden Markov models-model reduction and reduced complexity filtering
• On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems
• An Approximate Test of Markov Chain Lumpability
• A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis
• Likelihood‐Ratio Tests for Hidden Markov Models
• Probabilistic Functions of Finite State Markov Chains

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