Maximum likelihood estimation of hidden Markov processes

Peter Lakner; Halina Frydman

doi:10.1214/aoap/1069786500

Maximum likelihood estimation of hidden Markov processes

The Annals of Applied Probability ◽

10.1214/aoap/1069786500 ◽

2003 ◽

Vol 13 (4) ◽

pp. 1296-1312 ◽

Cited By ~ 7

Author(s):

Peter Lakner ◽

Halina Frydman

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Markov Processes ◽

Hidden Markov ◽

Likelihood Estimation ◽

Hidden Markov Processes

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Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2011.12.017 ◽

2012 ◽

Vol 56 (6) ◽

pp. 2073-2085 ◽

Cited By ~ 4

Author(s):

M. Delattre ◽

M. Lavielle

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

Saem Algorithm

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Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence

Journal of Mathematical Sciences ◽

10.1007/s10958-009-9675-9 ◽

2009 ◽

Vol 163 (3) ◽

pp. 262-274 ◽

Cited By ~ 6

Author(s):

S. Trevezas ◽

N. Limnios

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Time Dependence ◽

Markov Processes ◽

Likelihood Estimation ◽

Recurrence Time ◽

Semi Markov Processes ◽

Backward Recurrence Time

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Penalized maximum likelihood estimation for Gaussian hidden Markov models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.957855 ◽

2016 ◽

Vol 45 (20) ◽

pp. 6133-6148

Author(s):

Grigory Alexandrovich

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

Penalized Maximum Likelihood ◽

Penalized Maximum Likelihood Estimation

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Quasi-Newton method for maximum likelihood estimation of hidden Markov models

Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98 (Cat. No.98CH36181) ◽

10.1109/icassp.1998.681600 ◽

2002 ◽

Cited By ~ 3

Author(s):

O. Cappe ◽

V. Buchoux ◽

E. Moulines

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Newton Method ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

Quasi Newton

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Consistency and asymptotic normality of maximum likelihood estimation for Gaussian Markov processes from discrete observations

Metrika ◽

10.1007/bf02613898 ◽

1996 ◽

Vol 43 (1) ◽

pp. 69-90

Author(s):

Birgit Gaschler

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Asymptotic Normality ◽

Markov Processes ◽

Likelihood Estimation ◽

Discrete Observations ◽

Consistency And Asymptotic Normality

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The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model

Statistics & Probability Letters ◽

10.1016/s0167-7152(98)00100-x ◽

1998 ◽

Vol 40 (1) ◽

pp. 67-73 ◽

Cited By ~ 2

Author(s):

A.P Dunmur ◽

D.M Titterington

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Markov Model ◽

Hidden Markov Model ◽

Initial Conditions ◽

Hidden Markov ◽

Likelihood Estimation

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Maximum-likelihood estimation for hidden Markov models

Stochastic Processes and their Applications ◽

10.1016/0304-4149(92)90141-c ◽

1992 ◽

Vol 40 (1) ◽

pp. 127-143 ◽

Cited By ~ 229

Author(s):

Brian G. Leroux

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation

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Nonparametric identification and maximum likelihood estimation for hidden Markov models

Biometrika ◽

10.1093/biomet/asw001 ◽

2016 ◽

Vol 103 (2) ◽

pp. 423-434 ◽

Cited By ~ 8

Author(s):

G. Alexandrovich ◽

H. Holzmann ◽

A. Leister

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

Nonparametric Identification

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An error correction approach based on maximum likelihood estimation combined with hidden Markov models

Electronics and Communications in Japan (Part III Fundamental Electronic Science) ◽

10.1002/ecjc.1095 ◽

2002 ◽

Vol 85 (5) ◽

pp. 63-71

Author(s):

Tadashi Yonezaki ◽

Koji Yoshida ◽

Toshio Yagi ◽

Kiyohiro Shikano

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Error Correction ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation

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Maximum likelihood estimation for generalized semi-markov processes

Discrete Event Dynamic Systems ◽

10.1007/bf01796784 ◽

1996 ◽

Vol 6 (1) ◽

pp. 73-104 ◽

Cited By ~ 1

Author(s):

Halim Damerdji

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Markov Processes ◽

Likelihood Estimation ◽

Semi Markov Processes

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