Testing lumpability for marginal discrete hidden Markov models

DOI10.1007/S10182-011-0160-7zbMATH Open1223.62144OpenAlexW2022851086MaRDI QIDQ635941FDOQ635941

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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