Dynamic graphical models and nonhomogeneous hidden Markov models.

DOI10.1016/S0167-7152(00)00070-5MaRDI QIDQ1587708zbMATH OpenFDO

Authors Beatriz Lacruz, Pilar Lasala, Alberto Lekuona

Publication date 3 December 2000

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Graphical modelsInference and forecast proceduresNonhomogeneous hidden Markov models

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 1134987 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• Sequential updating of conditional probabilities on directed graphical structures

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(7)

• Temporal aggregation in chain graph models
• Forecasting with non-homogeneous hidden Markov models
• Dynamic matrix-variate graphical models
• A non-homogeneous dynamic Bayesian network with a hidden Markov model dependency structure among the temporal data points
• Selecting dynamic graphical models with hidden variables from data
• scientific article; zbMATH DE number 6470811 (Why is no real title available?)
• Forecasting with non-homogeneous hidden Markov models

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