A simple hidden markov model for bayesian modeling with time dependent data
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Cites work
- A Bayesian Approach to Short-term Forecasting
- Bayesian estimation of hidden Markov chains: A stochastic implementation
- Bayesian forecasting and dynamic models.
- Consistent and asymptotically normal parameter estimates for hidden Markov models
- scientific article; zbMATH DE number 722978 (Why is no real title available?)
- Markov chain Monte Carlo in conditionally Gaussian state space models
- Some issues in the foundation of statistics. (With comments by J. Berger, E. L. Lehmann, P. W. Holland, C. C. Clogg, N. W. Henry and the author's rejoinder)
Cited in
(7)- Hidden Markov models for multivariate functional data
- An efficient algorithm for modelling duration in hidden Markov models, with a dramatic application
- Bayesian analysis of proportions via a hidden Markov model
- A non-homogeneous dynamic Bayesian network with a hidden Markov model dependency structure among the temporal data points
- MCMC for state-space models
- scientific article; zbMATH DE number 5585088 (Why is no real title available?)
- A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series
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