Maximum likelihood estimation for hidden semi-Markov models
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Publication:817883
DOI10.1016/j.crma.2005.12.013zbMath1082.62069OpenAlexW2056261774MaRDI QIDQ817883
Nikolaos Limnios, Vlad Stefan Barbu
Publication date: 20 March 2006
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2005.12.013
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)
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Cites Work
- Maximum-likelihood estimation for hidden Markov models
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
- Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
- Asymptotic normality of the maximum likelihood estimator in state space models
- Fitting hidden semi-Markov models to breakpoint rainfall data
- Hidden Markov chains and the analysis of genome structure
- Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains
- Asymptotics of the maximum likelihood estimator for general hidden Markov models
- Semi-Markov processes and reliability
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