Robust estimation for order of hidden Markov models based on density power divergences

DOI10.1080/00949650902725155zbMath1432.62280MaRDI QIDQ3589953

Taewook Lee, Sangyeol Lee

Publication date: 17 September 2010

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650902725155

zbMATH Keywords

hidden Markov model; robust estimator; non-identifiable model; minimum density power divergence estimator

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F35: Robustness and adaptive procedures (parametric inference)

62M05: Markov processes: estimation; hidden Markov models

Related Items

Recursive parameter estimation algorithm of the Dirichlet hidden Markov model, Robust parametric inference for finite Markov chains

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