The likelihood ratio test for hidden Markov models in two-sample problems
2008 | journal article. A publication with affiliation to the University of Göttingen.
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Details
- Authors
- Dannemann, Joern; Holzmann, Hajo
- Abstract
- The asymptotic distribution of the likelihood ratio test statistic in two-sample testing problems for hidden Markov models is derived when allowing for unequal sample sizes as well as for different families of state-dependent distributions. In both cases under regularity conditions the limit distribution is a standard chi(2)-distribution, and in particular does not depend on the ratio of the distinct sample sizes. In a simulation study, the finite sample properties are investigated, and the methodology is illustrated in an application to modeling the movement of Drosophila larvae. (C) 2007 Elsevier B.V. All rights reserved.
- Issue Date
- 2008
- Status
- published
- Publisher
- Elsevier Science Bv
- Journal
- Computational Statistics & Data Analysis
- ISSN
- 0167-9473