A variance component test for mixed hidden Markov models

Rachel MacKay Altman

Statistics & Probability Letters, 2008, vol. 78, issue 13, 1885-1893

Abstract: The mixed hidden Markov model incorporates covariates and random effects in the hidden Markov model framework. In this paper, we develop a variance component test in the case where there is only one random effect.

Date: 2008
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