Testing lumpability for marginal discrete hidden Markov models

DOI10.1007/S10182-011-0160-7MaRDI QIDQ635941zbMATHOpenAlexFDO

Authors R. Colombi, S. Giordano

Publication date 25 August 2011

Published in AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-011-0160-7

zbMATH Keywords

EM algorithmidentifiabilityconditional independenceMarkov chainsmultinomial hidden Markov models

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 3145626 (Why is no real title available?)
• scientific article; zbMATH DE number 3635280 (Why is no real title available?)
• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
• An Approximate Test of Markov Chain Lumpability
• Inference in hidden Markov models.
• Likelihood ratio tests and singularities
• Likelihood‐Ratio Tests for Hidden Markov Models
• Lumpable hidden Markov models -- model reduction and reduced complexity filtering
• Misspecification tests and their uses in econometrics
• Multinomial-Poisson homogeneous models for contingency tables.
• On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems
• Probabilistic Functions of Finite State Markov Chains
• Testing When a Parameter is on the Boundary of the Maintained Hypothesis
• Testing lumpability in Markov chains.

Cited in

(2)

• Multiple hidden Markov models for categorical time series
• Testing lumpability in Markov chains.

Describes a project that uses

Uses Software

• hmmm
• depmix

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