Finite sample properties of the maximum likelihood estimator and of likelihood ratio tests in hidden Markov models

S. Michalek, M. Wagner, J. Timmer, W. Vach

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning

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@article{21320820ba9611dc9626000ea68e967b,

title = "Finite sample properties of the maximum likelihood estimator and of likelihood ratio tests in hidden Markov models",

author = "S. Michalek and M. Wagner and J. Timmer and W. Vach",

year = "2001",

doi = "10.1002/1521-4036(200111)43:7<863::aid-bimj863>3.0.co;2-s",

language = "English",

volume = "43",

pages = "863--879",

journal = "Biometrical Journal",

issn = "0323-3847",

publisher = "Wiley - V C H Verlag GmbH & Co. KGaA",

}

TY - JOUR

T1 - Finite sample properties of the maximum likelihood estimator and of likelihood ratio tests in hidden Markov models

AU - Michalek, S.

AU - Wagner, M.

AU - Timmer, J.

AU - Vach, W.

PY - 2001

Y1 - 2001

U2 - 10.1002/1521-4036(200111)43:7<863::aid-bimj863>3.0.co;2-s

DO - 10.1002/1521-4036(200111)43:7<863::aid-bimj863>3.0.co;2-s

M3 - Journal article

SN - 0323-3847

VL - 43

SP - 863

EP - 879

JO - Biometrical Journal

JF - Biometrical Journal

ER -