Asymptotics of the Maximum Likelihood Estimator for General Hidden Markov Models

Randal Douc; Catherine Matias

doi:10.2307/3318493

Asymptotics of the Maximum Likelihood Estimator for General Hidden Markov Models

Bernoulli ◽

10.2307/3318493 ◽

2001 ◽

Vol 7 (3) ◽

pp. 381 ◽

Cited By ~ 50

Author(s):

Randal Douc ◽

Catherine Matias

Keyword(s):

Maximum Likelihood ◽

Hidden Markov Models ◽

Maximum Likelihood Estimator ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimator

Download Full-text

Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models

10.1214/aos/1024691255 ◽

1998 ◽

Vol 26 (4) ◽

pp. 1614-1635 ◽

Cited By ~ 132

Author(s):

Peter J. Bickel ◽

Ya’acov Ritov ◽

Tobias Rydén

Keyword(s):

Maximum Likelihood ◽

Asymptotic Normality ◽

Hidden Markov Models ◽

Maximum Likelihood Estimator ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimator

Download Full-text

Convergence rates of the maximum likelihood estimator of hidden Markov models

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) ◽

10.1109/cdc.2001.914668 ◽

2002 ◽

Cited By ~ 2

Author(s):

L. Mevel ◽

L. Finesso

Keyword(s):

Maximum Likelihood ◽

Hidden Markov Models ◽

Maximum Likelihood Estimator ◽

Convergence Rates ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimator

Download Full-text

Finite Sample Properties of the Maximum Likelihood Estimator and of Likelihood Ratio Tests in Hidden Markov Models

Biometrical Journal ◽

10.1002/1521-4036(200111)43:7<863::aid-bimj863>3.0.co;2-s ◽

2001 ◽

Vol 43 (7) ◽

pp. 863-879 ◽

Cited By ~ 3

Author(s):

S. Michalek ◽

M. Wagner ◽

J. Timmer ◽

W. Vach

Keyword(s):

Maximum Likelihood ◽

Hidden Markov Models ◽

Maximum Likelihood Estimator ◽

Likelihood Ratio ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Ratio Tests ◽

Finite Sample ◽

Likelihood Estimator ◽

Finite Sample Properties

Download Full-text

Consistency of the maximum likelihood estimator in seasonal hidden Markov models

Statistics and Computing ◽

10.1007/s11222-019-09854-4 ◽

2019 ◽

Vol 29 (5) ◽

pp. 1055-1075 ◽

Cited By ~ 1

Author(s):

Augustin Touron

Keyword(s):

Maximum Likelihood ◽

Hidden Markov Models ◽

Maximum Likelihood Estimator ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimator

Download Full-text

Consistency of the maximum likelihood estimator for general hidden Markov models

The Annals of Statistics ◽

10.1214/10-aos834 ◽

2011 ◽

Vol 39 (1) ◽

pp. 474-513 ◽

Cited By ~ 32

Author(s):

Randal Douc ◽

Eric Moulines ◽

Jimmy Olsson ◽

Ramon van Handel

Keyword(s):

Maximum Likelihood ◽

Hidden Markov Models ◽

Maximum Likelihood Estimator ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimator

Download Full-text

Maximum likelihood estimator for hidden Markov models in continuous time

Statistical Inference for Stochastic Processes ◽

10.1007/s11203-008-9025-4 ◽

2008 ◽

Vol 12 (2) ◽

pp. 139-163 ◽

Cited By ~ 5

Author(s):

Pavel Chigansky

Keyword(s):

Maximum Likelihood ◽

Hidden Markov Models ◽

Maximum Likelihood Estimator ◽

Continuous Time ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimator

Download Full-text

Novel Phylogenetic Network Inference by Combining Maximum Likelihood and Hidden Markov Models

Lecture Notes in Computer Science - Algorithms in Bioinformatics ◽

10.1007/978-3-540-87361-7_30 ◽

2008 ◽

pp. 354-368

Author(s):

Sagi Snir ◽

Tamir Tuller

Keyword(s):

Maximum Likelihood ◽

Hidden Markov Models ◽

Network Inference ◽

Markov Models ◽

Hidden Markov ◽

Phylogenetic Network

Download Full-text

A new approximate likelihood estimator for ARMA-filtered hidden Markov models

IEEE Transactions on Signal Processing ◽

10.1109/78.845913 ◽

2000 ◽

Vol 48 (6) ◽

pp. 1537-1547 ◽

Cited By ~ 16

Author(s):

S. Michalek ◽

M. Wagner ◽

J. Timmer

Keyword(s):

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimator ◽

Approximate Likelihood

Download Full-text

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

Download Full-text

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

Download Full-text