IDEAS home Printed from https://ideas.repec.org/a/spr/alstar/v95y2011i3p293-311.html
   My bibliography  Save this article

Testing lumpability for marginal discrete hidden Markov models

Author

Listed:
  • Roberto Colombi
  • Sabrina Giordano

Abstract

No abstract is available for this item.

Suggested Citation

  • Roberto Colombi & Sabrina Giordano, 2011. "Testing lumpability for marginal discrete hidden Markov models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 95(3), pages 293-311, September.
    • Handle: RePEc:spr:alstar:v:95:y:2011:i:3:p:293-311
    DOI: 10.1007/s10182-011-0160-7
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10182-011-0160-7
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10182-011-0160-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Andrews, Donald W K, 2001. "Testing When a Parameter Is on the Boundary of the Maintained Hypothesis," Econometrica, Econometric Society, vol. 69(3), pages 683-734, May.
    2. Jernigan, Robert W. & Baran, Robert H., 2003. "Testing lumpability in Markov chains," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 17-23, August.
    3. Paolo Giudici & Tobias Ryden & Pierre Vandekerkhove, 2000. "Likelihood-Ratio Tests for Hidden Markov Models," Biometrics, The International Biometric Society, vol. 56(3), pages 742-747, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Colombi, R. & Giordano, S., 2015. "Multiple hidden Markov models for categorical time series," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 19-30.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-Francois, 2003. "Simulation-based exact jump tests in models with conditional heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 531-553, December.
    2. Jörg Schwiebert, 2016. "Multinomial choice models based on Archimedean copulas," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(3), pages 333-354, July.
    3. Ana-Maria Fuertes & Elena Kalotychou, 2004. "Forecasting sovereign default using panel models: A comparative analysis," Computing in Economics and Finance 2004 228, Society for Computational Economics.
    4. Chunlin Wang & Paul Marriott & Pengfei Li, 2022. "A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 85(7), pages 809-831, October.
    5. Ekaterina Oparina & Sorawoot Srisuma, 2022. "Analyzing Subjective Well-Being Data with Misclassification," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 730-743, April.
    6. repec:tiu:tiucen:200457 is not listed on IDEAS
    7. Richards, Timothy J. & Manfredo, Mark R., 2003. "Infrequent Shocks and Rating Revenue Insurance: A Contingent Claims Approach," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(2), pages 1-19, August.
    8. Glass, Anthony J. & Kenjegalieva, Karligash & Ajayi, Victor & Adetutu, Morakinyo & Sickles, Robin C., 2016. "Relative Winners and Losers from Efficiency Spillovers in Africa with Policy Implications for Regional Integration," Working Papers 16-003, Rice University, Department of Economics.
    9. F. Javier Mencía & Enrique Sentana, 2004. "Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI.
    10. Hanming Fang & Yang Wang, 2015. "Estimating Dynamic Discrete Choice Models With Hyperbolic Discounting, With An Application To Mammography Decisions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(2), pages 565-596, May.
    11. Zhu, Hongtu & Zhang, Heping, 2006. "Asymptotics for estimation and testing procedures under loss of identifiability," Journal of Multivariate Analysis, Elsevier, vol. 97(1), pages 19-45, January.
    12. William Greene & Colin McKenzie, 2012. "LM Tests for Random Effects," Working Papers 12-14, New York University, Leonard N. Stern School of Business, Department of Economics.
    13. Ben, Youhong & Jiang, Feiyu, 2020. "A note on Portmanteau tests for conditional heteroscedastistic models," Economics Letters, Elsevier, vol. 192(C).
    14. repec:ebl:ecbull:v:3:y:2007:i:54:p:1-10 is not listed on IDEAS
    15. Li, Mengyuan & Yu, Dalei & Bai, Peng, 2013. "A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models," Statistics & Probability Letters, Elsevier, vol. 83(2), pages 568-572.
    16. Samuele Centorrino & María Pérez‐Urdiales & Boris Bravo‐Ureta & Alan Wall, 2024. "Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(3), pages 365-382, April.
    17. Petzold, Max & Jonsson, Robert, 2003. "Maximum Likelihood Ratio based small-sample tests for random coefficients in linear regression," Working Papers in Economics 102, University of Gothenburg, Department of Economics.
    18. Jörn Dannemann & Hajo Holzmann, 2008. "Likelihood Ratio Testing for Hidden Markov Models Under Non‐standard Conditions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 309-321, June.
    19. Ketz, Philipp, 2019. "Testing overidentifying restrictions with a restricted parameter space," Economics Letters, Elsevier, vol. 185(C).
    20. Roméo Fontaine & Agnès Gramain & Jérôme Wittwer, 2009. "Providing care for an elderly parent: interactions among siblings?," Health Economics, John Wiley & Sons, Ltd., vol. 18(9), pages 1011-1029, September.
    21. Arulampalam, Wiji & Naylor, Robin & Smith, Jeremy, 2005. "Doctor Who? Who Gets Admission Offers in UK Medical Schools," IZA Discussion Papers 1775, Institute of Labor Economics (IZA).
    22. Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:alstar:v:95:y:2011:i:3:p:293-311. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.