A variance component test for mixed hidden Markov models

DOI10.1016/J.SPL.2008.01.056MaRDI QIDQ947195zbMATH OpenOpenAlexFDO

Authors Rachel MacKay Altman

Publication date 29 September 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.01.056

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Markov processes: hypothesis testing (62M02)

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• scientific article; zbMATH DE number 6458276

Cites work

• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 3278887 (Why is no real title available?)
• Hidden Markov model likelihoods and their derivatives behave like i. i. d. ones. (La vraisemblance des chaînes de Markov cachées se comporte comme celle des variables i. i. d.)
• Maximum Likelihood Estimation of Misspecified Models
• Mixed Hidden Markov Models
• Tests of Homogeneity for Generalized Linear Models
• The asymptotic properties of ML estimators when sampling from associated populations

Cited in

(1)

• A two-state mixed hidden Markov model for risky teenage driving behavior

Describes a project that uses

Uses Software

• bootstrap

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