Testing for the number of states in hidden Markov models (Q1659122): Difference between revisions

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+Maximum likelihood estimation of the Markov-switching GARCH model
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+Maximum penalized likelihood estimation for skew-normal and skew-\(t\) distributions
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+Stylized facts of financial time series and hidden semi-Markov models
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+Inference in hidden Markov models.
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+Tuning the EM-test for finite mixture models
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+Inference on the Order of a Normal Mixture
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+Inference for multivariate normal mixtures
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+Testing for two states in a hidden Markov model
@@ Property / cites work: Testing for two states in a hidden Markov model / rank @@
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+The likelihood ratio test for the number of components in a mixture with Markov regime
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+A Regime-Switching Model of Long-Term Stock Returns
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+Identifiability of Finite Mixtures of Elliptical Distributions
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+Testing for the number of states in hidden Markov models
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+Q2736839
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+Consistent estimation of a mixing distribution
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+Testing the Order of a Finite Mixture
@@ Property / cites work: Testing the Order of a Finite Mixture / rank @@
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+Q4160281
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+ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS
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+Stochastic Volatility: Origins and Overview
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+Regime switches in the dependence structure of multidimensional financial data
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+Hidden Markov Models for Time Series
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