Maximum likelihood estimation for hidden semi-Markov models
DOI10.1016/J.CRMA.2005.12.013zbMATH Open1082.62069OpenAlexW2056261774MaRDI QIDQ817883FDOQ817883
Authors: N. Limnios, Vlad Stefan Barbu 
Publication date: 20 March 2006
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2005.12.013
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Cites Work
- Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains
- Maximum-likelihood estimation for hidden Markov models
- Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
- Semi-Markov processes and reliability
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
- Asymptotic normality of the maximum likelihood estimator in state space models
- Fitting hidden semi-Markov models to breakpoint rainfall data
- Asymptotics of the maximum likelihood estimator for general hidden Markov models
- Hidden Markov chains and the analysis of genome structure
Cited In (19)
- Fitting hidden semi-Markov models to breakpoint rainfall data
- Optimality of estimators for misspecified semi-Markov models
- Hidden semi-Markov modeling for the estimation of earthquake occurrence rates
- Explicit-duration hidden Markov models for quantum state estimation
- An EM and a stochastic version of the EM algorithm for nonparametric hidden semi-Markov models
- The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model
- Maximum-likelihood estimation for hidden Markov models
- Heavy tailed hidden semi-markov models
- Title not available (Why is that?)
- Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
- Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
- Exact MLE and asymptotic properties for nonparametric semi-Markov models
- Title not available (Why is that?)
- Penalized maximum likelihood estimation for Gaussian hidden Markov models
- Weighted maximum likelihood for parameters learning based on noisy labels in discrete hidden Markov models
- Title not available (Why is that?)
- A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
- Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling
- Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence
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