Selecting hidden Markov model state number with cross-validated likelihood

Gilles Celeux and Jean-Baptiste Durand ()

Computational Statistics, 2008, vol. 23, issue 4, 564 pages

Keywords: Hidden Markov models; Model selection; Cross-validation; Missing values at random; EM algorithm (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (23)

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DOI: 10.1007/s00180-007-0097-1

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