Penalized estimation of flexible hidden Markov models for time series of counts (Q145607): Difference between revisions

Revision as of 09:24, 20 July 2024

scientific article; zbMATH DE number 7103002

Penalized estimation of flexible hidden Markov models for time series of counts

Language	Label	Description	Also known as
English	Penalized estimation of flexible hidden Markov models for time series of counts	scientific article; zbMATH DE number 7103002	Penalized estimation of flexible hidden Markov models for time series of counts

Statements

instance of

scholarly article

0 references

publication date

10 January 2019

0 references

10 September 2019

0 references

arXiv classification

stat.ME

0 references

0 references

0 references

0 references

0 references

0 references

0 references

MaRDI publication profile

0 references

title

Penalized estimation of flexible hidden Markov models for time series of counts (English)

0 references

published in

Metron

0 references

full work available at URL

https://arxiv.org/abs/1901.03275

0 references

zbMATH Keywords

count data

0 references

nonparametric statistics

0 references

penalized likelihood

0 references

smoothing parameter selection

0 references

state-space model

0 references

time series modeling

0 references

earthquake

0 references

describes a project that uses

0 references

0 references

0 references

Nonparametric identification and maximum likelihood estimation for hidden Markov models

0 references

A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series

0 references

Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models

0 references

Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors

0 references

Penalized estimation in latent Markov models, with application to monitoring serum calcium levels in end‐stage kidney insufficiency

0 references

A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models

0 references

Flexible Latent-State Modelling of Old Faithful's Eruption Inter-Arrival Times in 2009

0 references

Hidden Markov models with arbitrary state dwell-time distributions

0 references

Nonparametric inference in hidden Markov models using P‐splines

0 references

Spline‐based nonparametric inference in general state‐switching models

0 references

Q4864761

0 references

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

0 references

Nonparametric probability density estimation by discrete maximum penalized-likelihood criteria

0 references

A penalty function approach to smoothing large sparse contingency tables

0 references

Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models

0 references

An Introduction to Discrete‐Valued Time Series

0 references

Hidden Markov Models for Time Series

0 references

Identifiers

arXiv ID

1901.03275

0 references

DOI

10.48550/arXiv.1901.03275

0 references

10.1007/s40300-019-00153-6

0 references

zbMATH Open document ID

1427.62091

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2272465

@@ Property / cites work @@
+Nonparametric identification and maximum likelihood estimation for hidden Markov models
+Normal rank
@@ Property / cites work @@
+A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
+Normal rank
@@ Property / cites work @@
+Efficient Estimation of Auto-Regression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(<i>p</i>) Models
+Normal rank
@@ Property / cites work @@
+Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
+Normal rank
@@ Property / cites work @@
+Penalized estimation in latent Markov models, with application to monitoring serum calcium levels in end‐stage kidney insufficiency
+Normal rank
@@ Property / cites work @@
+A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models
+Normal rank
@@ Property / cites work @@
+Flexible Latent-State Modelling of Old Faithful's Eruption Inter-Arrival Times in 2009
+Normal rank
@@ Property / cites work @@
+Hidden Markov models with arbitrary state dwell-time distributions
+Normal rank
@@ Property / cites work @@
+Nonparametric inference in hidden Markov models using P‐splines
+Normal rank
@@ Property / cites work @@
+Spline‐based nonparametric inference in general state‐switching models
+Normal rank
@@ Property / cites work @@
+Q4864761
@@ Property / cites work: Q4864761 / 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 @@
+Nonparametric probability density estimation by discrete maximum penalized-likelihood criteria
+Normal rank
@@ Property / cites work @@
+A penalty function approach to smoothing large sparse contingency tables
+Normal rank
@@ Property / cites work @@
+Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models
+Normal rank
@@ Property / cites work @@
+An Introduction to Discrete‐Valued Time Series
@@ Property / cites work: An Introduction to Discrete‐Valued Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Hidden Markov Models for Time Series
@@ Property / cites work: Hidden Markov Models for Time Series / rank @@
+Normal rank