Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
From MaRDI portal
Publication:4969183
Recommendations
- Nonparametric finite translation hidden Markov models and extensions
- Nonparametric identification and maximum likelihood estimation for hidden Markov models
- Minimax adaptive estimation of nonparametric hidden Markov models
- Consistent order estimation for nonparametric hidden Markov models
- Inference in finite state space non parametric hidden Markov models and applications
Cites work
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1889799 (Why is no real title available?)
- A consistent nonparametric density estimator for the deconvolution problem
- Adaptive Bayesian multivariate density estimation with Dirichlet mixtures
- Asymptotic Statistics
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
- Basic properties of strong mixing conditions. A survey and some open questions
- Bayesian filtering and smoothing
- Consistent deconvolution in density estimation
- Deconvolving kernel density estimators
- Hidden Markov models with mixtures as emission distributions
- Improved rates for Wasserstein deconvolution with ordinary smooth error in dimension one
- Inference in finite state space non parametric hidden Markov models and applications
- Inference in hidden Markov models.
- Instrumental Variable Treatment of Nonclassical Measurement Error Models
- Invariance principles for absolutely regular empirical processes
- Markov-switching generalized additive models
- Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
- Maximum smoothed likelihood for multivariate mixtures
- Minimax adaptive estimation of nonparametric hidden Markov models
- Nonlinear time series. Theory, methods and applications with R examples
- Nonparametric finite translation hidden Markov models and extensions
- Nonparametric identification and maximum likelihood estimation for hidden Markov models
- Nonparametric identification of dynamic models with unobserved state variables
- Nonparametric inference in hidden Markov models using P‐splines
- Nonparametric regression on hidden -mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure
- On the optimal rates of convergence for nonparametric deconvolution problems
- Optimal Rates of Convergence for Deconvolving a Density
- Optimal Transport
- Slope heuristics: overview and implementation
- State-by-state minimax adaptive estimation for nonparametric hidden Markov models
- Statistical inference for oscillation processes
- The functional central limit theorem for strongly mixing processes
- Weak convergence of a sequence of Markov chains
Cited in
(12)- Deconvolution with unknown noise distribution is possible for multivariate signals
- Uniform consistency in nonparametric mixture models
- On random translation models
- Minimax adaptive estimation of nonparametric hidden Markov models
- Nonparametric finite translation hidden Markov models and extensions
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Nonparametric model validations for hidden Markov models with applications in financial econometrics
- Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
- State-by-state minimax adaptive estimation for nonparametric hidden Markov models
- Identifiability of discrete input–output hidden Markov models with external signals
- Nonparametric identification and maximum likelihood estimation for hidden Markov models
- Nonparametric regression on hidden -mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure
This page was built for publication: Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4969183)