A variance component test for mixed hidden Markov models

DOI10.1016/j.spl.2008.01.056zbMath1310.62098OpenAlexW2003307016MaRDI QIDQ947195

Rachel MacKay Altman

Publication date: 29 September 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.01.056

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Markov processes: hypothesis testing (62M02)

Related Items (1)

A two-state mixed hidden Markov model for risky teenage driving behavior

Uses Software

• bootstrap

Cites Work

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• Hidden Markov model likelihoods and their derivatives behave like i. i. d. ones. (La vraisemblance des chaînes de Markov cachées se comporte comme celle des variables i. i. d.)
• Tests of Homogeneity for Generalized Linear Models
• The asymptotic properties of ML estimators when sampling from associated populations
• Mixed Hidden Markov Models
• Maximum Likelihood Estimation of Misspecified Models

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