Likelihood‐Ratio Tests for Hidden Markov Models

DOI10.1111/j.0006-341X.2000.00742.xzbMath1060.62550OpenAlexW2073318440WikidataQ74310637 ScholiaQ74310637MaRDI QIDQ4670406

Paolo Giudici, Tobias Rydén, Pierre Vandekerkhove

Publication date: 22 April 2005

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.0006-341x.2000.00742.x

zbMATH Keywords

likelihood-ratio testGaussian hidden Markov modelmultivariate hidden Markov modeltemporal graphical model

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: hypothesis testing (62M02)

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Cites Work

• Maximum-likelihood estimation for hidden Markov models
• Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
• Approximation Theorems of Mathematical Statistics
• On the Identifiability of Finite Mixtures
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