Selecting hidden Markov model state number with cross-validated likelihood

DOI10.1007/s00180-007-0097-1zbMath1224.62039OpenAlexW2058177657MaRDI QIDQ626234

Jean-Baptiste Durand, Gilles Celeux

Publication date: 22 February 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-007-0097-1

zbMATH Keywords

EM algorithmmaximum likelihood estimationmissing at random

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Non-Markovian processes: estimation (62M09)

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