The likelihood ratio test for the number of components in a mixture with Markov regime
Elisabeth Gassiat; Christine Keribin
ESAIM: Probability and Statistics (2000)
- Volume: 4, page 25-52
- ISSN: 1292-8100
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topGassiat, Elisabeth, and Keribin, Christine. "The likelihood ratio test for the number of components in a mixture with Markov regime." ESAIM: Probability and Statistics 4 (2000): 25-52. <http://eudml.org/doc/104266>.
@article{Gassiat2000,
author = {Gassiat, Elisabeth, Keribin, Christine},
journal = {ESAIM: Probability and Statistics},
keywords = {LRT statistic; mixture; Markov regime},
language = {eng},
pages = {25-52},
publisher = {EDP Sciences},
title = {The likelihood ratio test for the number of components in a mixture with Markov regime},
url = {http://eudml.org/doc/104266},
volume = {4},
year = {2000},
}
TY - JOUR
AU - Gassiat, Elisabeth
AU - Keribin, Christine
TI - The likelihood ratio test for the number of components in a mixture with Markov regime
JO - ESAIM: Probability and Statistics
PY - 2000
PB - EDP Sciences
VL - 4
SP - 25
EP - 52
LA - eng
KW - LRT statistic; mixture; Markov regime
UR - http://eudml.org/doc/104266
ER -
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Citations in EuDML Documents
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- Madalina Olteanu, Joseph Rynkiewicz, Asymptotic properties of autoregressive regime-switching models
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