Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Asymptotic Analysis of Model Selection Criteria for General Hidden
  Markov Models   The paper obtains analytical results for the asymptotic properties of Model
Selection Criteria -- widely used in practice -- for a general family of hidden
Markov models (HMMs), thereby substantially extending the related theory beyond
typical i.i.d.-like model structures and filling in an important gap in the
relevant literature. In particular, we look at the Bayesian and Akaike
Information Criteria (BIC and AIC) and the model evidence. In the setting of
nested classes of models, we prove that BIC and the evidence are strongly
consistent for HMMs (under regularity conditions), whereas AIC is not weakly
consistent. Numerical experiments support our theoretical results.

26
The categories of this paper are: bayes-an
1
The categories of this paper are: cs
18
The categories of this paper are: econ
6
The categories of this paper are: astro-ph
0
The categories of this paper are: hep-ph
30
The categories of this paper are: q-alg
34
The categories of this paper are: chem-ph
24
The categories of this paper are: dg-ga
13
The categories of this paper are: quant-ph
28
The categories of this paper are: alg-geom
4
The categories of this paper are: cond-mat
36
The categories of this paper are: cmp-lg
37
The categories of this paper are: supr-con
7
The categories of this paper are: hep-th
35
The categories of this paper are: mtrl-th
21
The categories of this paper are: adap-org