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)

• 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
• Methods to predict protein spatial structure
• Maximum likelihood estimation in hidden Markov models with inhomogeneous noise
• Relative entropy minimizing noisy non-linear neural network to approximate stochastic processes
• A simplified matrix formulation for sensitivity analysis of hidden Markov models
• A general hidden state random walk model for animal movement
• General framework and model building in the class of hidden mixture transition distribution models
• Hidden Markov models in reliability and maintenance
• Survey: finite-state technology in natural language processing
• Efficient Bayesian estimation of the multivariate double chain Markov model
• The evaluation problem in discrete semi-hidden Markov models
• Hidden Markov models revealing the stress field underlying the earthquake generation
• Uncovering the synchronization dynamics from correlated neuronal activity quantifies assembly formation
• Approximating a sequence of observations by a simple process
• Estimating the Order of Hidden Markov Models
• Fault diagnosis and prognosis of bearing based on hidden Markov model with multi-features
• Kalman filtering of a space-time Markov random field
• Efficient sensitivity analysis in hidden Markov models
• Subspace estimation and prediction methods for hidden Markov models
• On model order estimation for partially observed Markov chains
• State duration and interval modeling in hidden semi-Markov model for sequential data analysis
• HMM with emission process resulting from a special combination of independent Markovian emissions
• Strong law of large numbers for hidden Markov chains indexed by Cayley trees
• Induction of word and phrase alignments for automatic document summarization
• Learning hidden Markov models with unknown number of states
• A peeling algorithm for multiple testing on a random field
• Stationarity and \(\beta\)-mixing of general Markov-switching bilinear processes
• Probabilistic Independence Networks for Hidden Markov Probability Models
• On the entropy of a hidden Markov process
• A hidden Markov model-based character extraction method
• Consistency of maximum likelihood estimation for some dynamical systems
• An EM algorithm for continuous-time bivariate Markov chains
• 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

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