scientific article; zbMATH DE number 50214

MaRDI QIDQ3999923zbMATH OpenFDO

Authors Klaus Miller

Publication date 17 September 1992

zbMATH Keywords

asymptotic efficiencyasymptotic normalitybootstrapchi-square goodness of fit testconsistencyEM-algorithmgrouped Markov chainsidentifiabilitylikelihood ratio testmaximum likelihood estimatormissing datastar model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62P99)

Recommendations

• On maximum likelihood estimates of parameters of partially observed Markov systems
• Statistical Inference for Discretely Observed Markov Jump Processes
• Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
• scientific article; zbMATH DE number 4043104
• Statistical Inference for Partially Hidden Markov Models

Cited in

(2)

• Statistical identification of Markov chain on trees
• scientific article; zbMATH DE number 7365760 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3999923)