On the use of quasi-likelihood for estimation in hidden-Markov random fields
Authors:
C.C. Heyde
Affiliation:
Stochastic Analysis Program, School of Mathematical Sciences, Australian National University, Canberra, ACT 0200, Australia
Abstract:
This paper illustrates the use of quasi-likelihood methods of inference for hidden Markov random fields. These are simple to use and can be employed under circumstances where only the model form and its covariance structure are specified. In particular they can be used to derive the same estimating equations as the E-M algorithm or change of measure methods, which make full distributional assumptions.