Selecting hidden Markov model state number with cross-validated likelihood
| Year of publication: |
2008
|
|---|---|
| Authors: | Celeux, Gilles ; Durand, Jean-Baptiste |
| Published in: |
Computational Statistics. - Springer. - Vol. 23.2008, 4, p. 541-564
|
| Publisher: |
Springer |
| Subject: | Hidden Markov models | Model selection | Cross-validation | Missing values at random | EM algorithm |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005613176