Estimating components in finite mixtures and hidden Markov models

Australian and New Zealand Journal of Statistics

Volumn 47, Issue 3, 2005, Pages 269-286

  Poskitt, D S ^a   Zhang, Jing ^b  

^a MONASH UNIVERSITY   (Australia)

^b KMV LLC   (United States)

Author keywords

Finite mixture; Generalized quasi likelihood ratio; Hidden Markov process; Model selection; Number of states; Penalized quasi likelihood; Strong consistency

Indexed keywords

EID: 26244444849     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-842X.2005.00393.x     Document Type: Article

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