Information matrix for hidden Markov models with covariates
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Publication:5963726
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Cites work
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- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- scientific article; zbMATH DE number 3415203 (Why is no real title available?)
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- A multivariate extension of the dynamic logit model for longitudinal data based on a latent Markov heterogeneity structure
- Bayesian Methods for Hidden Markov Models
- Computing the observed information in the hidden Markov model using the EM algorithm
- Direct Calculation of the Information Matrix via the EM Algorithm
- Direct maximization of the likelihood of a hidden Markov model
- Efficient estimation and local identification in latent class analysis
- Estimating the dimension of a model
- Exploratory latent structure analysis using both identifiable and unidentifiable models
- Hidden Markov Models for Time Series
- Hidden Markov chains in generalized linear models
- Inference in hidden Markov models.
- Latent Markov models for longitudinal data
- Optimization of mixture models: Comparison of different strategies
- Quantile regression for longitudinal data based on latent Markov subject-specific parameters
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains
- The EM Algorithm and Extensions, 2E
Cited in
(8)- Generalized linear mixed models based on latent Markov heterogeneity structures
- A shared-parameter continuous-time hidden Markov and survival model for longitudinal data with informative dropout
- Latent class recapture models with flexible behavioural response
- Hidden Markov models for longitudinal rating data with dynamic response styles
- Computation of mutual information from hidden Markov models
- Estimation of the variance for the maximum likelihood estimates in normal mixture models and normal hidden Markov models
- How to test the missing data mechanism in a hidden Markov model
- Approximating the Variance of the Conditional Probability of the State of a Hidden Markov Model
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