Likelihood ratio testing for Hidden Markov models under non-standard conditions

Scandinavian Journal of Statistics

Volumn 35, Issue 2, 2008, Pages 309-321

  Dannemann, Jörn ^a   Holzmann, Hajo ^b  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

^b UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

Bimodality; Boundary; Hidden Markov model; Likelihood ratio test; Marginal distribution; Maximum likelihood estimation; Overdispersion

Indexed keywords

EID: 43749086014     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2007.00587.x     Document Type: Article

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