Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence

DOI10.1007/S10958-009-9675-9MaRDI QIDQ2452910zbMATH OpenOpenAlexFDO

Authors N. Limnios, Samis Trevezas

Publication date 6 June 2014

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-009-9675-9

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Hidden Markov Models for Speech Recognition
• Hidden Markov processes
• scientific article; zbMATH DE number 722978 (Why is no real title available?)
• Maximum likelihood estimation for hidden semi-Markov models
• Maximum-likelihood estimation for hidden Markov models
• On Discrete Time Semi-Markov Chains and Applications in Words Occurrences
• Probabilistic Functions of Finite State Markov Chains
• Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains

Cited in

(9)

• Maximum likelihood estimation for generalized semi-Markov processes
• Hidden Markov models in reliability and maintenance
• Estimation of stationary probability of semi-Markov chains
• Filtering hidden semi-Markov chains
• Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
• scientific article; zbMATH DE number 5585088 (Why is no real title available?)
• Hidden semi-Markov modeling for the estimation of earthquake occurrence rates
• Inhomogeneous hidden semi-Markov models for incompletely observed point processes
• Maximum likelihood estimation for hidden semi-Markov models

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