A variance component test for mixed hidden Markov models

Statistics and Probability Letters

Volumn 78, Issue 13, 2008, Pages 1885-1893

  Altman, Rachel MacKay ^a  

^a SIMON FRASER UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 49649128697     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.01.056     Document Type: Article

References (8)

1. Altman R.M. Mixed hidden Markov models: An extension of the hidden Markov model to the longitudinal data setting. Journal of the American Statistical Association 102 (2007) 201-210
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3. Bradley R.A., and Gart J.J. The asymptotic properties of ML estimators when sampling from associated populations. Biometrika 49 (1962) 205-214
4. Breiman L. Probability (1968), Addison-Wesley Publishing Company, Reading, Massachusetts
5. Efron B., and Tibshirani R.J. An Introduction to the Bootstrap (1993), Chapman and Hall, New York
6. Jacqmin-Gadda H., and Commenges D. Tests of homogeneity for generalized linear models. Journal of the American Statistical Association 90 (1995) 1237-1246
7. MacKay, R.J., 2003. Hidden Markov models: Multiple processes and model selection. Unpublished Ph.D. Thesis. University of British Columbia, Dept. of Statistics
8. White H. Maximum likelihood estimation of misspecified models. Econometrica 50 (1982) 1-25