Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
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Cited in
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- Hidden Markov model for parameter estimation of a random walk in a Markov environment
- Statistical Inference for Partially Hidden Markov Models
- Estimation of the parameters of a Markov-modulated loss process in insurance
- Statistical analysis of Markov switching vector autoregression models with endogenous explanatory variables
- Equivalence classes and local asymptotic normality in system identification for quantum Markov chains
- Estimation of the variance for the maximum likelihood estimates in normal mixture models and normal hidden Markov models
- Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
- Maximum likelihood estimation in hidden Markov models with inhomogeneous noise
- Maximum likelihood estimation for hidden semi-Markov models
- On parameter estimation of the hidden Ornstein-Uhlenbeck process
- The likelihood ratio test for the number of components in a mixture with Markov regime
- Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences
- Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
- A powerful FDR control procedure for multiple hypotheses
- Asymptotic properties of MLE for partially observed fractional diffusion system
- Information matrix for hidden Markov models with covariates
- Subspace estimation and prediction methods for hidden Markov models
- Markov-switching model selection using Kullback-Leibler divergence
- 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.)
- Hidden Markov models in reliability and maintenance
- On localization of source by hidden Gaussian processes with small noise
- Maximum likelihood estimator for hidden Markov models in continuous time
- Asymptotics of the maximum likelihood estimator for general hidden Markov models
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Large-scale multiple testing under dependence
- The likelihood ratio test for hidden Markov models in two-sample problems
- Transportation inequalities for hidden Markov chains and applications
- Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
- Linear optimal prediction and innovations representations of hidden Markov models.
- Estimating the order of a hidden markov model
- Analysis of the likelihood function for Markov-switching VAR(CH) models
- Estimation of agent-based models using sequential Monte Carlo methods
- Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions
- Large deviations for random dynamical systems and applications to hidden Markov models
- Adaptive estimation of the transition density of a particular hidden Markov chain
- SPRT and CUSUM in hidden Markov models
- Direct maximization of the likelihood of a hidden Markov model
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
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- Sensitivity of hidden Markov models
- Statistical inference for dynamical systems: a review
- Practical Filtering with Sequential Parameter Learning
- A cluster identification framework illustrated by a filtering model for earthquake occurrences
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- Asymptotic risks of Viterbi segmentation
- Consistent order estimation for nonparametric hidden Markov models
- Hidden Markov models revealing the stress field underlying the earthquake generation
- Consistency of the maximum likelihood estimator for general hidden Markov models
- Diffusions with measurement errors. I. Local Asymptotic Normality
- A quantitative approach for polymerase chain reactions based on a hidden Markov model
- Statistical inference for mixture GARCH models with financial application
- Leroux's method for general hidden Markov models
- Mixed hidden Markov models for longitudinal data: an overview
- A general autoregressive model with Markov switching: estimation and consistency
- Likelihood‐Ratio Tests for Hidden Markov Models
- On approximation of smoothing probabilities for hidden Markov models
- Consistency of maximum likelihood estimation for some dynamical systems
- Nearest neighbor classification with dependent training sequences.
- Finite sample properties of the maximum likelihood estimator and of likelihood ratio tests in hidden Markov models
- Consistent and asymptotically normal parameter estimates for hidden Markov models
- Speed of convergence for the blind deconvolution of a linear system with discrete random input
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- Parameter estimation for continuous time hidden Markov processes
- Asymptotic properties of particle filter-based maximum likelihood estimators for state space models
- On mixture autoregressive conditional heteroskedasticity
- Asymptotic normality of the maximum likelihood estimator in state space models
- Fractional diffusion with partial observations
- Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels
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- A discrete-time model of high-frequency stock returns
- On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process
- Hidden Markov models with applications in cell adhesion experiments
- Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models
- Maximum Likelihood Estimation in Markov Regime‐Switching Models With Covariate‐Dependent Transition Probabilities
- Statistical inference for the nonparametric and semiparametric hidden Markov model via the composite likelihood approach
- Estimation in hidden Markov models via efficient importance sampling
- Asymptotic analysis of model selection criteria for general hidden Markov models
- Semiparametric hidden Markov models: identifiability and estimation
- Reliable Post-Signal Fault Diagnosis for Correlated High-Dimensional Data Streams
- Switching regression models and causal inference in the presence of discrete latent variables
- Time series modeling on dynamic networks
- Order selection for regression-based hidden Markov model
- Limits of accuracy for parameter estimation and localization in single-molecule microscopy via sequential Monte Carlo methods
- Consistent estimation of the number of regimes in Markov-switching autoregressive models
- Robust estimation for order of hidden Markov models based on density power divergences
- Consistency of maximum likelihood estimators for the regime-switching GARCH model
- Covariate-adjusted multiple testing in genome-wide association studies via factorial hidden Markov models
- Maximum likelihood estimation for quantile autoregression models with Markovian switching
- Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations
- HMM and HAC
- Jointly determining the state dimension and lag order for Markov-switching vector autoregressive models
- Partially hidden Markov model for time-varying principal stratification in HIV prevention trials
- Asymptotic behavior of the maximum likelihood estimator for general Markov switching models
- Frequency-severity experience rating based on latent Markovian risk profiles
- Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence
- Divide-and-conquer Bayesian inference in hidden Markov models
- Stability of optimal filter higher-order derivatives
- Statistical and computational guarantees for the Baum-Welch algorithm
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
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