Statistical Inference for Partially Hidden Markov Models

DOI10.1081/STA-200056845MaRDI QIDQ4681067zbMATH OpenFDO

Authors Laurent Bordes, P. Vandekerkhove

Publication date 14 June 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-200056845

zbMATH Keywords

Markov chainhidden Markov chainincomplete datastatistical inference

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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• The simulation smoother for time series models
• Unification of Software Reliability Models by Self-Exciting Point Processes

Cited in

(10)

• Statistical inference for oscillation processes
• A hidden Markov model for continuous longitudinal data with missing responses and dropout
• Information matrix for hidden Markov models with covariates
• Nonparametric inference in hidden Markov models using P‐splines
• scientific article; zbMATH DE number 6458276 (Why is no real title available?)
• Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
• The maximizing set of the asymptotic normalized log-likelihood for partially observed Markov chains
• scientific article; zbMATH DE number 50214 (Why is no real title available?)
• scientific article; zbMATH DE number 6781356 (Why is no real title available?)
• Hidden Markov partition models

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