Selecting hidden Markov model state number with cross-validated likelihood
From MaRDI portal
Publication:626234
DOI10.1007/s00180-007-0097-1zbMath1224.62039OpenAlexW2058177657MaRDI QIDQ626234
Jean-Baptiste Durand, Gilles Celeux
Publication date: 22 February 2011
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-007-0097-1
Computational methods for problems pertaining to statistics (62-08) Non-Markovian processes: estimation (62M09)
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