Testing for two states in a hidden Markov model

DOI10.1002/CJS.5550360402MaRDI QIDQ3626374zbMATH OpenOpenAlexFDO

Authors Jörn Dannemann, Hajo Holzmann

Publication date 22 May 2009

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.5550360402

zbMATH Keywords

finite mixturelikelihood ratio testmarginal distributionsmaximum likelihood estimationtablesWald test

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Markov processes: hypothesis testing (62M02)

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Cites work

• A Latent Variable Model of Segregation Analysis for Ordinal Traits
• A modified likelihood ratio test for homogeneity in finite mixture models
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
• Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
• Biological Sequence Analysis
• ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS
• Estimating the order of a hidden markov model
• scientific article; zbMATH DE number 3594513 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• Inference in hidden Markov models.
• Likelihood‐Ratio Tests for Hidden Markov Models
• Optimal error exponents in hidden markov models order estimation
• Testing for a Finite Mixture Model with Two Components
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
• The \(L^2\)-structures of standard and switching-regime GARCH models
• The likelihood ratio test for the number of components in a mixture with Markov regime

Cited in

(15)

• The likelihood ratio test for hidden Markov models in two-sample problems
• Testing for the number of states in hidden Markov models
• Effects of statistical dependence on multiple testing under a hidden Markov model
• Testing for two components in a switching regression model
• Exact and approximate hidden Markov chain filters based on discrete observations
• Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities
• Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions
• scientific article; zbMATH DE number 524374 (Why is no real title available?)
• scientific article; zbMATH DE number 1751508 (Why is no real title available?)
• Likelihood‐Ratio Tests for Hidden Markov Models
• ESTIMATING COMPONENTS IN FINITE MIXTURES AND HIDDEN MARKOV MODELS
• On finite mixture models
• Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering
• How to test the missing data mechanism in a hidden Markov model
• A variance component test for mixed hidden Markov models

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