Computational issues in parameter estimation for stationary hidden Markov models
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- Roland Langrock & Thomas Kneib & Alexander Sohn & Stacy L. DeRuiter, 2015. "Nonparametric inference in hidden Markov models using P-splines," Biometrics, The International Biometric Society, vol. 71(2), pages 520-528, June.
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- Bulla, Jan, 2009. "Hidden Markov models with t components. Increased persistence and other aspects," MPRA Paper 21830, University Library of Munich, Germany.
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- Antonello Maruotti, 2015. "Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(1), pages 84-109, March.
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More about this item
KeywordsComputational methods; Confidence intervals; EM algorithm; Hybrid algorithm; Initial conditions; Newton-type algorithm; Parameterization; Stationary hidden Markov model;
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