Robust estimation for order of hidden Markov models based on density power divergences

DOI10.1080/00949650902725155MaRDI QIDQ3589953zbMATH OpenOpenAlexFDO

Authors Sangyeol Lee, Taewook Lee

Publication date 17 September 2010

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650902725155

zbMATH Keywords

hidden Markov modelrobust estimatornon-identifiable modelminimum density power divergence estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 846906 (Why is no real title available?)
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• Estimating the Order of Hidden Markov Models
• Estimating the order of a hidden markov model
• Hidden Markov Models for Speech Recognition
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• Markov chain models, time series analysis and extreme value theory
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• Mixture Densities, Maximum Likelihood and the EM Algorithm
• Robust and efficient estimation by minimising a density power divergence
• Robust estimation for the order of finite mixture models
• Robust estimation in the normal mixture model
• Statistical methods in bioinformatics: an introduction
• Stochastic Limit Theory
• Testing in locally conic models, and application to mixture models
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes

Cited in

(5)

• Recursive parameter estimation algorithm of the Dirichlet hidden Markov model
• Robust parametric inference for finite Markov chains
• Robust estimation for the order of finite mixture models
• S-estimation of hidden Markov models
• Estimating the Order of Hidden Markov Models

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