Likelihood Ratio Testing for Hidden Markov Models Under Non-standard Conditions
نویسندگان
چکیده
منابع مشابه
Likelihood Ratio Testing for Hidden Markov Models Under Non-standard Conditions
In practical applications, when testing parametric restrictions for hidden Markov models (HMMs), one frequently encounters non-standard situations such as testing for zero entries in the transition matrix, one-sided tests for the parameters of the transition matrix or for the components of the stationary distribution of the underlyingMarkov chain, or testing boundary restrictions on the paramet...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2008
ISSN: 0303-6898,1467-9469
DOI: 10.1111/j.1467-9469.2007.00587.x