Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models

The Annals of Statistics ◽

10.1214/12-aos1047 ◽

2012 ◽

Vol 40 (5) ◽

pp. 2697-2732 ◽

Author(s):

Randal Douc ◽

Eric Moulines

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Asymptotic Properties ◽

Likelihood Estimation

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Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2011.12.017 ◽

2012 ◽

Vol 56 (6) ◽

pp. 2073-2085 ◽

Author(s):

M. Delattre ◽

M. Lavielle

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

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Penalized maximum likelihood estimation for Gaussian hidden Markov models

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.957855 ◽

2016 ◽

Vol 45 (20) ◽

pp. 6133-6148

Author(s):

Grigory Alexandrovich

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

Penalized Maximum Likelihood ◽

Penalized Maximum Likelihood Estimation

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Quasi-Newton method for maximum likelihood estimation of hidden Markov models

Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '98 (Cat. No.98CH36181) ◽

10.1109/icassp.1998.681600 ◽

2002 ◽

Author(s):

O. Cappe ◽

V. Buchoux ◽

E. Moulines

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Newton Method ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

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Maximum-likelihood estimation for hidden Markov models

Stochastic Processes and their Applications ◽

10.1016/0304-4149(92)90141-c ◽

1992 ◽

Vol 40 (1) ◽

pp. 127-143 ◽

Author(s):

Brian G. Leroux

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation

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Nonparametric identification and maximum likelihood estimation for hidden Markov models

10.1093/biomet/asw001 ◽

2016 ◽

Vol 103 (2) ◽

pp. 423-434 ◽

Author(s):

G. Alexandrovich ◽

H. Holzmann ◽

A. Leister

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

Nonparametric Identification

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An error correction approach based on maximum likelihood estimation combined with hidden Markov models

Electronics and Communications in Japan (Part III Fundamental Electronic Science) ◽

10.1002/ecjc.1095 ◽

2002 ◽

Vol 85 (5) ◽

pp. 63-71

Author(s):

Tadashi Yonezaki ◽

Koji Yoshida ◽

Toshio Yagi ◽

Kiyohiro Shikano

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Error Correction ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation

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Feature dimension reduction using reduced-rank maximum likelihood estimation for hidden Markov models

Proceeding of Fourth International Conference on Spoken Language Processing. ICSLP '96 ◽

10.1109/icslp.1996.607088 ◽

2002 ◽

Author(s):

D.X. Sun

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Dimension Reduction ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

Reduced Rank ◽

Feature Dimension ◽

Feature Dimension Reduction

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Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2012.656642 ◽

2013 ◽

Vol 83 (7) ◽

pp. 1223-1237 ◽

Author(s):

Francesco Lagona ◽

Marco Picone

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Incomplete Data ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation

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Analyticity, Convergence, and Convergence Rate of Recursive Maximum-Likelihood Estimation in Hidden Markov Models

IEEE Transactions on Information Theory ◽

10.1109/tit.2010.2081110 ◽

2010 ◽

Vol 56 (12) ◽

pp. 6406-6432 ◽

Author(s):

Vladislav B. Tadic

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Convergence Rate ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation

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An algorithm for maximum likelihood estimation of hidden Markov models with unknown state-tying

IEEE Transactions on Speech and Audio Processing ◽

10.1109/89.650312 ◽

1998 ◽

Vol 6 (1) ◽

pp. 61-70 ◽

Author(s):

O. Cappe ◽

C.E. Mokbel ◽

D. Jouvet ◽

E. Moulines

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Likelihood Estimation ◽

Unknown State ◽

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