Hidden Markov chains in generalized linear models
DOI10.2307/3315677zbMATH Open0997.60507OpenAlexW2016295159MaRDI QIDQ4399501FDOQ4399501
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
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
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- Title not available (Why is that?)
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains
- Maximum-likelihood estimation for hidden Markov models
- Hidden Markov Models for Speech Recognition
- An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
- Inference in hidden Markov models. I: Local asymptotic normality in the stationary case.
- Parameter estimation for hidden Gibbs chains
- Estimation of parameters in hidden Markov models
Cited In (6)
- eglhmm
- 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
- 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
Uses Software
This page was built for publication: Hidden Markov chains in generalized linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4399501)
