Estimating the Order of Hidden Markov Models

DOI10.1080/02331889508802501zbMath0836.62057OpenAlexW2073201477MaRDI QIDQ4857304

Tobias Rydén

Publication date: 7 May 1996

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889508802501

zbMATH Keywords

mixture distributionsequences of dependent random variablesorder estimationHidden Markov modelspenalized likelihood estimatorMarkov regime

Mathematics Subject Classification ID

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

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