Information matrix for hidden Markov models with covariates

DOI10.1007/s11222-014-9450-8zbMath1332.62277OpenAlexW2076485891MaRDI QIDQ5963726

Francesco Bartolucci, Alessio Farcomeni

Publication date: 23 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11573/536119

zbMATH Keywords

EM algorithmforward-backward recursionsOakes' identitystandard errors

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: estimation; hidden Markov models (62M05) Statistical aspects of information-theoretic topics (62B10)

Related Items

Latent class recapture models with flexible behavioural response ⋮ Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures ⋮ How to test the missing data mechanism in a hidden Markov model

Uses Software

• bootstrap

Cites Work

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