Hidden Markov chains in generalized linear models

DOI10.2307/3315677MaRDI QIDQ4399501zbMATH OpenOpenAlexFDO

Authors Murray A. Cameron, Peter J. Thomson, T. Rolf Turner

Publication date 11 November 2002

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315677

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Generalized linear models (logistic models) (62J12) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites work

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• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
• Estimation of parameters in hidden Markov models
• Hidden Markov Models for Speech Recognition
• Inference in hidden Markov models. I: Local asymptotic normality in the stationary case.
• Maximum-likelihood estimation for hidden Markov models
• Parameter estimation for hidden Gibbs chains
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

Cited in

(6)

• Information matrix for hidden Markov models with covariates
• Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
• eglhmm
• Assessing the Goodness-of-Fit of Hidden Markov Models
• Estimation of Operating Characteristics for Dependent Diagnostic Tests Based on Latent Markov Models
• Direct maximization of the likelihood of a hidden Markov model

Describes a project that uses

Uses Software

• GLIM
• R

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