scientific article; zbMATH DE number 7266449

DOI10.3969/J.ISSN.1001-4268.2020.02.005MaRDI QIDQ5129443zbMATH OpenFDO

Authors Bo Zhang, Hefei Liu, Kun Wang

Publication date 27 October 2020

zbMATH Keywords

multivariate normal distributioncluster analysismaximum likelihood estimationhidden Markov model

Mathematics Subject Classification ID

Point estimation (62F10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(7)

• Application of extreme value theory to level estimation in nonlinearly distorted hidden Markov models
• The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model
• Maximum-likelihood estimation for hidden Markov models
• Bootstrapping method for constructing confidential intervals for estimated parameters of the hidden Markov model
• Seven things to remember about hidden Markov models: A tutorial on Markovian models for time series
• Hidden Markov models for multivariate panel data
• Composite likelihood EM algorithm with applications to multivariate hidden Markov model

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