Paper Search Console

Home Search Page About Contact

Journal Title

Title of Journal: J Math Sci

Search In Journal Title:

Abbravation: Journal of Mathematical Sciences

Search In Journal Abbravation:

Publisher

Springer US

Search In Publisher:

DOI

10.1007/bf00717090

Search In DOI:

ISSN

1573-8795

Search In ISSN:
Search In Title Of Papers:

Maximum likelihood estimation for general hidden s

Authors: S Trevezas N Limnios
Publish Date: 2009/11/07
Volume: 163, Issue: 3, Pages: 262-
PDF Link

Abstract

This paper concerns the study of asymptotic properties of the maximum likelihood estimator MLE for the general hidden semiMarkov model HSMM with backward recurrence time dependence By transforming the general HSMM into a general hidden Markov model we prove that under some regularity conditions the MLE is strongly consistent and asymptotically normal We also provide useful expressions for asymptotic covariance matrices involving the MLE of the conditional sojourn times and the embedded Markov chain of the hidden semiMarkov chain Bibliography 17 titles

Keywords:

References

.
Search In Abstract Of Papers:
Other Papers In This Journal:
  1. On the closure of the first Grigorchuk group
  2. Enumerating functions for nonnegative integer coordinates of L -dimensional vectors
  3. Folded fans and string functions
  4. Investigation of the prefracture zone at the tip of a mode I crack reaching a nonsmooth interface of an elastic media
  5. Vortex singularities of optimal strategies at the beginning of motion in search problems on n -dimensional Riemannian manifolds
  6. On Stabilization of Potential Systems by Circular Forces
  7. On the absolute stability of imprecise large-scale singularly perturbed systems
  8. Galilei’s relativity principle for a system of reaction-convection-diffusion equations
  9. On the existence of bounded generalized solutions of the Dirichlet problem for a class of nonlinear high-order elliptic equations
  10. Precise Estimates of the Walk Speed of Solutions of Second-Order Linear Systems
  11. Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations
  12. On homogeneous extensions of finite predicate systems
  13. Efficient Approach to the Evaluation of Dynamic Stresses in Layered Circular Plates Based on the Prudnikov Formula for the Inverse Laplace Transformation
  14. On independence numbers of distance graphs with vertices in {-1,0,1} n : estimates, conjectures, and applications to the Nelson–Erdős–Hadwiger problem and the Borsuk problem
  15. Codimension and colength sequences of algebras and growth phenomena
  16. Generalized subrings of arithmetic rings
  17. The problem of product of conformal radii of nonoverlapping domains
  18. Averaging in Cascade Junctions with a “Wide” Transmission Domain
  19. On some constructive methods for the matrix Riemann–Hilbert boundary-value problem
  20. The Structure of Finite Distributive Lattices
  21. On skew-symmetric and general deformations of Lax pseudodifferential operators
  22. Diffraction by a Grating Consisting of Absorbing Screens of Different Height. New Equations
  23. Characterization of Populations by Identically Distributed Linear Statistics
  24. Inherently Non-Finitely Generated Varieties of Aperiodic Monoids with Central Idempotents
  25. The Behavior of Solutions to the Dirichlet Problem for Second Order Elliptic Equations with Variable Nonlinearity Exponent in a Neighborhood of a Conical Boundary Point
  26. Pseudo-involutions
  27. Characterization of radon integrals as linear functionals
  28. Oriented Degree of Fredholm Maps: Finite-Dimensional Reduction Method
  29. Simple and pseudosimple algebras with operators
  30. Simple and pseudosimple algebras with operators
  31. Typical equivalence of linear groups and other algebraic systems
  32. Axially Symmetric Temperature Field of a Truncated Conic Shell with Variable Heat-Transfer Coefficients
  33. On some three-dimensional variants of Goursat and Darboux problems for higher-order hyperbolic equations with dominating principal parts
  34. Completely integrally closed modules and rings. II
  35. Cauchy problem F ( t , x ( t ), x ′( t )) = 0, x (0) = 0: solvability and asymptotics of solutions
  36. On a boundary-value problem with data on noncharacteristic intersecting lines for systems of hyperbolic equations with mixed derivative
  37. Atiyah–Patodi–Singer $$ \eta $$-Invariant and Invariants of Finite Degree
  38. Bifurcations in a Boundary-Value Problem of Nanoelectronics
  39. Maximal functions measuring smoothness: counterexamples
  40. Poincaré Series and Duality Operators on Multiplicative Automorphic Forms
  41. Subregular characters of the unitriangular group over a finite field
  42. Almost periodic homogenization of a generalized Ladyzhenskaya model for incompressible viscous flow
  43. Idempotent functors and localizations in categories of modules and Abelian groups
  44. On singular points of solutions of linear differential systems with polynomial coefficients
  45. Decomposition of Unitary Linear Groups into Products of Free Factors
  46. Idempotents and regular elements of complete semigroups of binary relations
  47. Determination of the Direct Sums of Rational Groups by H -Representations of the Endomorphism Rings up to Equality
  48. Approximation of Boolean functions to Schaefer’s classes
  49. On small deviations of series of weighted positive random variables
  50. Estimation of the Parameters of Fractional-Stable Laws by the Method of Minimum Distance*
  51. Arithmetic properties of shimura sums related to several modular forms
  52. Parametric vibration of cylindrical shells in the region of combination resonances under geometrically nonlinear deformation
  53. Homogenization of a boundary value problem in a thick cascade junction
  54. Contact of Elastic Bodies with Nonlinear Winkler Surface Layers
  55. Stress State of Hollow Cylinders With Convex Corrugated Cross Sections
  56. Simultaneous inhomogeneous diophantine approximation on manifolds
  57. Functional Central Limit Theorem for Excursion set Volumes of Quasi-Associated Random Fields
  58. Dynamic stresses in a compound body with circular crack under sliding contact on an interface
  59. Dynamic stresses in a compound body with circular crack under sliding contact on an interface
  60. On the choice of boundary conditions in problems of the local gradient approach in thermomechanics
  61. Automata in algebra
  62. Hamiltonian theory of anyons in crystals
  63. Global dimension of Noetherian serial rings
  64. Homomorphic stability of Abelian groups
  65. Generalized Local Morrey Spaces and Fractional Integral Operators with Rough Kernel
  66. Hochschild cohomology of algebras of quaternion type. II. The family $$ Q(2\mathcal{B})_1 $$ in characteristic 2
  67. Extensions of Automorphisms of Submodules
  68. Minimax risk over quadratically convex sets
  69. The topological jacobson radical of rings. I
  70. On the Regularization of a Linear Fredholm Boundary-Value Problem by a Degenerate Pulsed Action
  71. Algebraic Representation of Mappings Between Submodule Lattices
  72. Destabilizing Effect of Structural Friction in Supports on the Stability of a Plate in a Supersonic Gas Flow
  73. Estimates of the Rate of Pointwise and Uniform Convergence for One-Periodic Branched Continued Fractions of a Special Form
  74. Optimization of size-structured population with interacting species
Search Result: