A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
DOI10.1016/J.JSPI.2008.06.010zbMATH Open1284.62534OpenAlexW1996769950WikidataQ99980101 ScholiaQ99980101MaRDI QIDQ1007478FDOQ1007478
Antoine Chambaz, Aurélien Garivier, Elisabeth Gassiat
Publication date: 20 March 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2008.06.010
Non-Markovian processes: estimation (62M09) Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)
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Cited In (8)
- The likelihood ratio test for general mixture models with or without structural parameter
- Consistent order estimation for nonparametric hidden Markov models
- Relevant states and memory in Markov chain bootstrapping and simulation
- About the posterior distribution in hidden Markov models with unknown number of states
- Variable selection in model-based clustering using multilocus genotype data
- Computable infinite-dimensional filters with applications to discretized diffusion processes
- Penalized estimate of the number of states in Gaussian linear AR with Markov regime
- Hidden Markov Models With Applications in Cell Adhesion Experiments
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