A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder (Q6068834): Difference between revisions

Latest revision as of 15:15, 21 August 2024

scientific article; zbMATH DE number 7779222

Language	Label	Description	Also known as
English	A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder	scientific article; zbMATH DE number 7779222

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instance of

scholarly article

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title

A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder (English)

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15 December 2023

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full work available at URL

https://arxiv.org/abs/2205.03686

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zbMATH Keywords

confidence intervals

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hidden Markov model

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maximum likelihood estimation

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TMB

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tutorial

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MaRDI profile type

MaRDI publication profile

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cites work

Q5262183

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Statistical Inference for Probabilistic Functions of Finite State Markov Chains

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A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

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Selecting hidden Markov model state number with cross-validated likelihood

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Q4139463

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A Bayesian Information Criterion for Singular Models

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Biological Sequence Analysis

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Q4318617

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Q5538132

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A robust and efficient algorithm to find profile likelihood confidence intervals

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Finite mixture and Markov switching models.

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The Application of Hidden Markov Models in Speech Recognition

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Q4003764

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A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

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Bootstrap Methods for Time Series

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Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement

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Direct maximization of the likelihood of a hidden Markov model

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Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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Hidden Markov Models for Time Series

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Identifiers

zbMATH Open document ID

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10.1002/bimj.202100256

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Mathematics Subject Classification ID

62P10

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zbMATH DE Number

7779222

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Sitelinks

Mathematics(1 entry)

mardi Publication:6068834

@@ Property / cites work @@
+Q5262183
@@ Property / cites work: Q5262183 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Probabilistic Functions of Finite State Markov Chains
+Normal rank
@@ Property / cites work @@
+A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
+Normal rank
@@ Property / cites work @@
+Selecting hidden Markov model state number with cross-validated likelihood
+Normal rank
@@ Property / cites work @@
+Q4139463
@@ Property / cites work: Q4139463 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian Information Criterion for Singular Models
+Normal rank
@@ Property / cites work @@
+Biological Sequence Analysis
@@ Property / cites work: Biological Sequence Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4318617
@@ Property / cites work: Q4318617 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5538132
@@ Property / cites work: Q5538132 / rank @@
+Normal rank
@@ Property / cites work @@
+A robust and efficient algorithm to find profile likelihood confidence intervals
+Normal rank
@@ Property / cites work @@
+Finite mixture and Markov switching models.
@@ Property / cites work: Finite mixture and Markov switching models. / rank @@
+Normal rank
@@ Property / cites work @@
+The Application of Hidden Markov Models in Speech Recognition
+Normal rank
@@ Property / cites work @@
+Q4003764
@@ Property / cites work: Q4003764 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Bootstrap Methods for Time Series
@@ Property / cites work: Bootstrap Methods for Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement
+Normal rank
@@ Property / cites work @@
+Direct maximization of the likelihood of a hidden Markov model
+Normal rank
@@ Property / cites work @@
+Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
+Normal rank
@@ Property / cites work @@
+Hidden Markov Models for Time Series
@@ Property / cites work: Hidden Markov Models for Time Series / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6068834