Statistical Inference for Probabilistic Functions of Finite State Markov Chains

DOI10.1214/AOMS/1177699147zbMATH Open0144.40902OpenAlexW2007321142WikidataQ29396349 ScholiaQ29396349MaRDI QIDQ5521153FDOQ5521153

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Publication date: 1966

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177699147

zbMATH Keywords

statistics

Cited In (only showing first 100 items - show all)

• Multievent: An Extension of Multistate Capture–Recapture Models to Uncertain States
• Adaptive estimation of the transition density of a particular hidden Markov chain
• Bayesian classification of hidden Markov models
• Hypothesis testing for Markovian models with random time observations
• On entropy production of repeated quantum measurements. II: Examples
• Hidden semi-Markov modeling for the estimation of earthquake occurrence rates
• Hidden Markov models with binary dependence
• Hidden Markov model for parameter estimation of a random walk in a Markov environment
• Risk-sensitive filtering and smoothing for hidden Markov models
• An analytic solution for estimating two-dimensional hidden Markov models
• Estimating the transition matrix of a Markov chain observed at random times
• Conditional failure occurrence rates for semi-Markov chains
• Semi-hidden Markov models for generation and analysis of sequences
• Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
• Comments on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
• Deep knockoffs
• Ergodicity of Autoregressive Processes with Markov-Switching and Consistency of the Maximum-Likelihood Estimator
• Markov-switching model selection using Kullback-Leibler divergence
• Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
• Sensitivity of hidden Markov models
• Detection of bursts in extracellular spike trains using hidden semi-Markov point process models
• Approximation of stationary processes by hidden Markov models
• Spectral and graph-theoretic bounds on steady-state-probability estimation performance for an ergodic Markov chain
• Exact Bayesian prediction in a class of Markov-switching models
• Bounding the coarse graining error in hidden Markov dynamics
• Estimation of the parameters of a Markov-modulated loss process in insurance
• Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm
• Identifying directional persistence in intracellular particle motion using hidden Markov models
• Robust fitting of hidden Markov regression models under a longitudinal setting
• Large-scale multiple testing under dependence
• Maximum-likelihood estimation for hidden Markov models
• On the learnability and usage of acyclic probabilistic finite automata
• The likelihood ratio test for the number of components in a mixture with Markov regime
• Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference
• Efficient backward decoding of high-order hidden Markov models
• Information symmetries in irreversible processes
• On recursive estimation for hidden Markov models
• A novel method for decoding any high-order hidden Markov model
• The complete realization problem for hidden Markov models: a survey and some new results
• Mixed hidden Markov models for longitudinal data: an overview
• S-estimation of hidden Markov models
• Partially Ordered Mixed Hidden Markov Model for the Disablement Process of Older Adults
• A general autoregressive model with Markov switching: estimation and consistency
• Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
• Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
• On adjusted Viterbi training
• Seven things to remember about hidden Markov models: A tutorial on Markovian models for time series
• Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
• Statistical Inference for Partially Hidden Markov Models
• A survey on off-line cursive word recognition
• \(L^{1}\)-convergence of smoothing densities in non-parametric state space models
• Maximum likelihood estimator for hidden Markov models in continuous time
• SPRT and CUSUM in hidden Markov models
• Markov property for a function of a Markov chain: A linear algebra approach
• Some operations research methods for analyzing protein sequences and structures
• Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
• A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation
• Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels
• HMM-Fisher: identifying differential methylation using a hidden Markov model and Fisher's exact test
• State estimation for partially observed Markov chains
• A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
• Structured prediction by joint kernel support estimation
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
• An analysis of the exponential decay principle in probabilistic trust models
• The maximum of a symmetric next neighbor walk on the nonnegative integers
• Parameter estimation for hidden Gibbs chains
• Dynamic investment strategy with factor models under regime switches
• Maximum likelihood estimation for hidden semi-Markov models
• Stationarity of multivariate Markov-switching ARMA models
• The adjusted Viterbi training for hidden Markov models
• A survey of sequential Monte Carlo methods for economics and finance
• Fractional diffusion with partial observations
• Bayesian Monte Carlo estimation for profile hidden Markov models
• Hidden semi-Markov models
• Linear optimal prediction and innovations representations of hidden Markov models.
• Consistency of the maximum likelihood estimator for general hidden Markov models
• Adaptive control of Markov processes with incomplete state information and unknown parameters
• Direct maximization of the likelihood of a hidden Markov model
• Asymptotic properties of MLE for partially observed fractional diffusion system
• Some limit properties for a hidden inhomogeneous Markov chain
• On an independent and identically distributed mixture bilinear time-series model
• Optimal adaptive estimators for partially observed numbers of defective items in inventory models
• Strong law of large numbers for hidden Markov chains indexed by an infinite tree with uniformly bounded degrees
• Efficient and effective learning of HMMs based on identification of hidden states
• Information matrix for hidden Markov models with covariates
• Embedding HMMs-based models in a Euclidean space: the topological hidden Markov models
• On the Markov property of a finite hidden Markov chain
• How to count and guess well: Discrete adaptive filters
• Filtering of discrete-time systems hidden in discrete-time random measures
• Posterior consistency for partially observed Markov models
• Title not available (Why is that?)
• HMMs for diagnostics and prognostics in machining processes
• A hierarchical spatiotemporal statistical model motivated by glaciology
• Hidden Markov chains in generalized linear models
• On hidden Markov chains and finite stochastic systems.
• Assessing growth in a diagnostic classification model framework
• Posterior consistency for nonparametric hidden Markov models with finite state space
• Information geometry approach to parameter estimation in hidden Markov model
• Soft computing hybrids for FOREX rate prediction: a comprehensive review
• On regularity of functions of Markov chains

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