Parameter Estimation in Pair-hidden Markov Models
Article first published online: 8 MAY 2006
DOI: 10.1111/j.1467-9469.2006.00513.x
Additional Information
How to Cite
ARRIBAS-GIL, A., GASSIAT, E. and MATIAS, C. (2006), Parameter Estimation in Pair-hidden Markov Models. Scandinavian Journal of Statistics, 33: 651–671. doi: 10.1111/j.1467-9469.2006.00513.x
Publication History
- Issue published online: 8 MAY 2006
- Article first published online: 8 MAY 2006
- Received October 2005, in final form February 2006
- Abstract
- Article
- References
- Cited By
Keywords:
- pair-hidden Markov models;
- score parameters estimation;
- sequence alignment;
- TKF evolution model
Abstract. This paper deals with parameter estimation in pair-hidden Markov models. We first provide a rigorous formalism for these models and discuss possible definitions of likelihoods. The model is biologically motivated and therefore naturally leads to restrictions on the parameter space. Existence of two different information divergence rates is established and a divergence property is shown under additional assumptions. This yields consistency for the parameter in parametrization schemes for which the divergence property holds. Simulations illustrate different cases which are not covered by our results.

1467-9469/asset/SJOS_left.gif?v=1&s=324404e1038b441b6666d4e1ffab19aec7099bf3)
1467-9469/asset/SJOS_centre.gif?v=1&s=ce4de1001e74e5132ba161e21d55b150ba14e7ac)
