Penalized composite likelihood estimation for hidden Markov models with unknown number of states

DOI10.1016/j.spl.2024.110247MaRDI QIDQ6650734

Mian Huang, Yong Lin

Publication date: 9 December 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

EM algorithmhidden Markov modelsorder selectionpenalized composite likelihood

Mathematics Subject Classification ID

Parametric inference (62Fxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)

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