Maximum likelihood estimation for hidden semi-Markov models

DOI10.1016/J.CRMA.2005.12.013MaRDI QIDQ817883zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)

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Cites work

• Asymptotic normality of the maximum likelihood estimator in state space models
• Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
• Asymptotics of the maximum likelihood estimator for general hidden Markov models
• Discrete-Time Semi-Markov Model for Reliability and Survival Analysis
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Hidden Markov chains and the analysis of genome structure
• Maximum-likelihood estimation for hidden Markov models
• Semi-Markov processes and reliability
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains

Cited in

(22)

• Estimation of the intensity of the hitting time for semi-Markov chains and hidden Markov renewal chains
• Maximum likelihood estimation in hidden Markov models with inhomogeneous noise
• Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
• A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
• Explicit-duration hidden Markov models for quantum state estimation
• Consistency of the maximum likelihood estimator in seasonal hidden Markov models
• An EM and a stochastic version of the EM algorithm for nonparametric hidden semi-Markov models
• Maximum-likelihood estimation for hidden Markov models
• Fitting hidden semi-Markov models to breakpoint rainfall data
• scientific article; zbMATH DE number 6468198 (Why is no real title available?)
• Exact MLE and asymptotic properties for nonparametric semi-Markov models
• scientific article; zbMATH DE number 7266449 (Why is no real title available?)
• Hidden semi-Markov modeling for the estimation of earthquake occurrence rates
• Heavy tailed hidden semi-markov models
• The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model
• Nonparametric identification and maximum likelihood estimation for hidden Markov models
• Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence
• Optimality of estimators for misspecified semi-Markov models
• scientific article; zbMATH DE number 6781356 (Why is no real title available?)
• Weighted maximum likelihood for parameters learning based on noisy labels in discrete hidden Markov models
• Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling
• Penalized maximum likelihood estimation for Gaussian hidden Markov models

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