Consistent order estimation for nonparametric hidden Markov models (Q1715538)
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scientific article
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| English | Consistent order estimation for nonparametric hidden Markov models |
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Consistent order estimation for nonparametric hidden Markov models (English)
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28 January 2019
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hidden Markov model
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least squares method
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model selection
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nonparametric density estimation
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order estimation
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spectral method
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0.8590665459632874
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0.8536205887794495
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0.8522897362709045
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0.8412198424339294
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