Identifiability and consistent estimation of nonparametric translation hidden markov models with general state space

被引：0
作者：
Gassiat, Élisabeth [1 ]
Le Corff, Sylvain [2 ]
Lehéricy, Luc [1 ]
机构：
[1] Gassiat, Élisabeth
[2] Le Corff, Sylvain
[3] Lehéricy, Luc
来源：
| 1600年 / Microtome Publishing卷 / 21期
关键词：
Hidden Markov models;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [31] CONSISTENCY OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR GENERAL HIDDEN MARKOV MODELS
    Douc, Randal
    Moulines, Eric
    Olsson, Jimmy
    van Handel, Ramon
    ANNALS OF STATISTICS, 2011, 39 (01) : 474 - 513
  • [32] Asymptotics of the maximum likelihood estimator for general hidden Markov models
    Douc, R
    Matias, C
    BERNOULLI, 2001, 7 (03) : 381 - 420
  • [33] Context Tree Estimation in Variable Length Hidden Markov Models
    Dumont, Thierry
    IEEE TRANSACTIONS ON INFORMATION THEORY, 2014, 60 (06) : 3196 - 3208
  • [34] Bayesian Monte Carlo estimation for profile hidden Markov models
    Lewis, Steven J.
    Raval, Alpan
    Angus, John E.
    MATHEMATICAL AND COMPUTER MODELLING, 2008, 47 (11-12) : 1198 - 1216
  • [35] An MCMC sampling approach to estimation of nonstationary hidden Markov models
    Djuric, PM
    Chun, JH
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2002, 50 (05) : 1113 - 1123
  • [36] Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
    Chesneau, Christophe
    El Kolei, Salima
    Navarro, Fabien
    STATISTICAL PAPERS, 2022, 63 (05) : 1615 - 1648
  • [37] Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
    Christophe Chesneau
    Salima El Kolei
    Fabien Navarro
    Statistical Papers, 2022, 63 : 1615 - 1648
  • [38] Learning hidden Markov models for linear Gaussian systems with applications to event-based state estimation
    Zheng, Kaikai
    Shi, Dawei
    Shi, Ling
    AUTOMATICA, 2021, 128
  • [39] Improved state change estimation in dynamic functional connectivity using hidden semi-Markov models
    Shappell, Heather
    Caffo, Brian S.
    Pekar, James J.
    Lindquist, Martin A.
    NEUROIMAGE, 2019, 191 : 243 - 257
  • [40] A LOW-MEMORY APPROACH FOR BEST-STATE ESTIMATION OF HIDDEN MARKOV MODELS WITH MODEL ERROR
    Anitescu, Mihai
    Zeng, Xiaoyan
    Constantinescu, Emil M.
    SIAM JOURNAL ON NUMERICAL ANALYSIS, 2014, 52 (01) : 468 - 495
12345