S-estimation of hidden Markov models
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Publication:736987
DOI10.1007/S00180-014-0521-2zbMATH Open1342.65032DBLPjournals/cstat/Farcomeni015OpenAlexW2017406486WikidataQ59396812 ScholiaQ59396812MaRDI QIDQ736987FDOQ736987
Publication date: 5 August 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11573/585579
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Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
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Cited In (16)
- Title not available (Why is that?)
- Finite Mixtures of Multivariate Wrapped Normal Distributions for Model Based Clustering of p -Torus Data
- Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
- Sensitivity of hidden Markov models
- Robust fitting of mixtures of GLMs by weighted likelihood
- Weighted likelihood latent class linear regression
- Weighted likelihood mixture modeling and model-based clustering
- Parameter estimation for hidden Markov chains
- A simplified matrix formulation for sensitivity analysis of hidden Markov models
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
- Robust fitting of mixture models using weighted complete estimating equations
- SPRT and CUSUM in hidden Markov models
- Estimation of parameters in hidden Markov models
- A Roadmap to Hidden Markov Models and a Review of Its Application in Occupancy Estimation
- Subspace estimation and prediction methods for hidden Markov models
- Assessing the Goodness-of-Fit of Hidden Markov Models
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