Direct maximization of the likelihood of a hidden Markov model
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- Leroux, Brian G., 1992. "Maximum-likelihood estimation for hidden Markov models," Stochastic Processes and their Applications, Elsevier, vol. 40(1), pages 127-143, February.
- D. Oakes, 1999. "Direct calculation of the information matrix via the EM," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 479-482, April.
- Campillo, Fabien & Le Gland, François, 1989. "MLE for partially observed diffusions: direct maximization vs. the em algorithm," Stochastic Processes and their Applications, Elsevier, vol. 33(2), pages 245-274, December.
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"Cartels Uncovered,"
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- Hyytinen, Ari & Steen, Frode & Toivanen, Otto, 2010. "Cartels Uncovered," Discussion Paper Series in Economics 10/2010, Norwegian School of Economics, Department of Economics.
- Steen, Frode & Toivanen, Otto & Hyytinen, Ari, 2010. "Cartels Uncovered," CEPR Discussion Papers 7761, C.E.P.R. Discussion Papers.
- Forcina, Antonio, 2017. "A Fisher-scoring algorithm for fitting latent class models with individual covariates," Econometrics and Statistics, Elsevier, vol. 3(C), pages 132-140.
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- Gordon Anderson & Alessio Farcomeni & Maria Grazia Pittau & Roberto Zelli, 2019. "Rectangular latent Markov models for time‐specific clustering, with an analysis of the wellbeing of nations," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 68(3), pages 603-621, April.
- Bartolucci, Francesco & Montanari, Giorgio E. & Pandolfi, Silvia, 2015. "Three-step estimation of latent Markov models with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 83(C), pages 287-301.
- Gordon Anderson & Alessio Farcomeni & Grazia Pittau & Roberto Zelli, 2017. "Rectangular latent Markov models for time-specific clustering," Working Papers tecipa-589, University of Toronto, Department of Economics.
- F. Bartolucci & A. Farcomeni & F. Pennoni, 2014.
"Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 433-465, September.
- Bartolucci, Francesco & Farcomeni, Alessio & Pennoni, Fulvia, 2012. "Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates," MPRA Paper 39023, University Library of Munich, Germany.
- Simon DeDeo & David C Krakauer & Jessica C Flack, 2010. "Inductive Game Theory and the Dynamics of Animal Conflict," PLOS Computational Biology, Public Library of Science, vol. 6(5), pages 1-16, May.
- Pereira, Diogo & Nunes, Cláudia & Rodrigues, Rui, 2024. "A new algorithm for inference in HMM's with lower span complexity," Computational Statistics & Data Analysis, Elsevier, vol. 195(C).
- Elliott, Robert J. & Chen, Zhiping & Duan, Qihong, 2009. "Insurance claims modulated by a hidden Brownian marked point process," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 163-172, October.
- Iain L. MacDonald, 2014. "Numerical Maximisation of Likelihood: A Neglected Alternative to EM?," International Statistical Review, International Statistical Institute, vol. 82(2), pages 296-308, August.
- Bartolucci, Francesco & Bacci, Silvia & Mira, Antonietta, 2018. "On the role of latent variable models in the era of big data," Statistics & Probability Letters, Elsevier, vol. 136(C), pages 165-169.
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