Robust estimation for order of hidden Markov models based on density power divergences
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Publication:3589953
DOI10.1080/00949650902725155zbMath1432.62280MaRDI QIDQ3589953
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
hidden Markov model; robust estimator; non-identifiable model; minimum density power divergence estimator
62F12: Asymptotic properties of parametric estimators
62F35: Robustness and adaptive procedures (parametric inference)
62M05: Markov processes: estimation; hidden Markov models
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