Finite sample properties of the maximum likelihood estimator and of likelihood ratio tests in Hidden Markov models

Biometrical Journal

Volumn 43, Issue 7, 2001, Pages 863-879

  Michalek, S ^a   Wagner, M ^a   Timmer, J ^a   Vach, W ^b  

^a UNIVERSITY OF FREIBURG   (Germany)

^b UNIVERSITY OF SOUTHERN DENMARK   (Denmark)

Author keywords

Asymptotic normality; Finite sample properties; Hidden Markov model; Ion channel analysis; Likelihood ratio test; Maximum likelihood estimator; Parameter estimation; Power of test; Sodium channel; Superposition of Markov processes

Indexed keywords

HIDDEN MARKOV MODELS; IONS; MAXIMUM LIKELIHOOD ESTIMATION; NORMAL DISTRIBUTION; SAMPLING; TIME SERIES ANALYSIS;

ASYMPTOTIC NORMALITY; CHANNEL ANALYSIS; FINITE SAMPLE PROPERTIES; HIDDEN-MARKOV MODELS; ION CHANNEL; ION CHANNEL ANALYSE; LIKELIHOOD RATIO TESTS; MAXIMUM LIKELIHOOD ESTIMATOR; PARAMETERS ESTIMATION; POWER; POWER OF TEST; SODIUM CHANNEL; SUPERPOSITION OF MARKOV PROCESS;

SODIUM;

EID: 0039303336     PISSN: 03233847     EISSN: None     Source Type: Journal    
DOI: 10.1002/1521-4036(200111)43:7<863::AID-BIMJ863>3.0.CO;2-S     Document Type: Article

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