Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification

A. Chambaz, A. Garivier and E. Gassiat
Journal of Statistical Planning and Inference 139 (3) 962 (2009)
DOI: 10.1016/j.jspi.2008.06.010
See this article

Testing for intercept-scale switch in linear autoregression

Florian Ketterer and Hajo Holzmann
Canadian Journal of Statistics 40 (3) 427 (2012)
DOI: 10.1002/cjs.11137
See this article

Testing for two states in a hidden Markov model

Jörn Dannemann and Hajo Holzmann
Canadian Journal of Statistics 36 (4) 505 (2008)
DOI: 10.1002/cjs.5550360402
See this article

Active and Passive Portfolio Management with Latent Factors

Ali Al-Aradi and Sebastian Jaimungal
SSRN Electronic Journal (2019)
DOI: 10.2139/ssrn.3355645
See this article

Active and passive portfolio management with latent factors

A. Al-Aradi and S. Jaimungal
Quantitative Finance 1 (2021)
DOI: 10.1080/14697688.2021.1881598
See this article

Consistent Order Estimation and Minimal Penalties

E. Gassiat and R. van Handel
IEEE Transactions on Information Theory 59 (2) 1115 (2013)
DOI: 10.1109/TIT.2012.2221122
See this article

Context Tree Estimation in Variable Length Hidden Markov Models

Thierry Dumont
IEEE Transactions on Information Theory 60 (6) 3196 (2014)
DOI: 10.1109/TIT.2014.2314094
See this article

The order estimation for hidden Markov models

Jing Zheng, Jiafang Huang and Changqing Tong
Physica A: Statistical Mechanics and its Applications 527 121462 (2019)
DOI: 10.1016/j.physa.2019.121462
See this article

Mining categorical sequences from data using a hybrid clustering method

Luca De Angelis and José G. Dias
European Journal of Operational Research 234 (3) 720 (2014)
DOI: 10.1016/j.ejor.2013.11.002
See this article

Second-order autoregressive Hidden Markov Model

Daiane Aparecida Zuanetti and Luis Aparecido Milan
Brazilian Journal of Probability and Statistics 31 (3) (2017)
DOI: 10.1214/16-BJPS328
See this article

The likelihood ratio test for general mixture models with or without structural parameter

Jean-Marc Azaïs, Élisabeth Gassiat and Cécile Mercadier
ESAIM: Probability and Statistics 13 301 (2009)
DOI: 10.1051/ps:2008010
See this article

Filtering and forecasting commodity futures prices under an HMM framework

Paresh Date, Rogemar Mamon and Anton Tenyakov
Energy Economics 40 1001 (2013)
DOI: 10.1016/j.eneco.2013.05.016
See this article

Optimal error exponents in hidden markov models order estimation

E. Gassiat and S. Boucheron
IEEE Transactions on Information Theory 49 (4) 964 (2003)
DOI: 10.1109/TIT.2003.809574
See this article

Hidden Markov Models With Applications in Cell Adhesion Experiments

Ying Hung, Yijie Wang, Veronika Zarnitsyna, Cheng Zhu and C. F. Jeff Wu
Journal of the American Statistical Association 108 (504) 1469 (2013)
DOI: 10.1080/01621459.2013.836973
See this article

Universal Coding and Order Identification by Model Selection Methods

Élisabeth Gassiat
Springer Monographs in Mathematics, Universal Coding and Order Identification by Model Selection Methods 103 (2018)
DOI: 10.1007/978-3-319-96262-7_4
See this article

Consistent order estimation for nonparametric hidden Markov models

Luc Lehéricy
Bernoulli 25 (1) (2019)
DOI: 10.3150/17-BEJ993
See this article

About the posterior distribution in hidden Markov models with unknown number of states

Elisabeth Gassiat and Judith Rousseau
Bernoulli 20 (4) (2014)
DOI: 10.3150/13-BEJ550
See this article

Selecting hidden Markov model state number with cross-validated likelihood

Gilles Celeux and Jean-Baptiste Durand
Computational Statistics 23 (4) 541 (2008)
DOI: 10.1007/s00180-007-0097-1
See this article

Optimal Prediction with Conditionally Heteroskedastic Factor Analysed Hidden Markov Models

Mohamed Saidane and Christian Lavergne
Computational Economics 34 (4) 323 (2009)
DOI: 10.1007/s10614-009-9181-7
See this article

Advances in Neural Networks - ISNN 2008

Joseph Rynkiewicz
Lecture Notes in Computer Science, Advances in Neural Networks - ISNN 2008 5263 186 (2008)
DOI: 10.1007/978-3-540-87732-5_21
See this article

Testing for the number of states in hidden Markov models

Hajo Holzmann and Florian Schwaiger
Computational Statistics & Data Analysis 100 318 (2016)
DOI: 10.1016/j.csda.2014.06.012
See this article

Mixtures of Nonlinear Poisson Autoregressions

Paul Doukhan, Konstantinos Fokianos and Joseph Rynkiewicz
Journal of Time Series Analysis 42 (1) 107 (2021)
DOI: 10.1111/jtsa.12558
See this article

Likelihood ratio of unidentifiable models and multilayer neural networks

Kenji Fukumizu
The Annals of Statistics 31 (3) (2003)
DOI: 10.1214/aos/1056562464
See this article

Penalized estimate of the number of states in Gaussian linear AR with Markov regime

Ricardo Ríos and Luis-Angel Rodríguez
Electronic Journal of Statistics 2 (none) (2008)
DOI: 10.1214/08-EJS272
See this article

Analysis of patchclamp recordings: model-free multiscale methods and software

Florian Pein, Benjamin Eltzner and Axel Munk
European Biophysics Journal 50 (2) 187 (2021)
DOI: 10.1007/s00249-021-01506-8
See this article

Wiley StatsRef: Statistics Reference Online

Tobias Rydén
Wiley StatsRef: Statistics Reference Online 1 (2015)
DOI: 10.1002/9781118445112.stat04566.pub2
See this article