On the use of quasi-likelihood for estimation in hidden-Markov random fields

被引:1
|
作者
Heyde, CC [1 ]
机构
[1] AUSTRALIAN NATL UNIV,SCH MATH SCI,STOCHAST ANAL PROGRAM,CANBERRA,ACT 0200,AUSTRALIA
关键词
hidden Markov models; random fields; quasi-likelihood; estimating equations; change of measure;
D O I
10.1016/0378-3758(95)00064-X
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This paper illustrates the use of quasi-likelihood methods of inference for hidden Markov random fields. These are simple to use and can be employed under circumstances where only the model form and its covariance structure are specified. In particular they can be used to derive the same estimating equations as the E-M algorithm or change of measure methods, which make full distributional assumptions.
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页码:373 / 378
页数:6
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