Hidden Markov Models for Time Series
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Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40)
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(only showing first 100 items - show all)- Dealing with multiple local modalities in latent class profile analysis
- Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure
- Modelling species abundance in a river by negative binomial hidden Markov models
- Self-exciting threshold binomial autoregressive processes
- Maximum likelihood estimation of the Markov-switching GARCH model
- Three-step estimation of latent Markov models with covariates
- Modeling zero inflation in count data time series with bounded support
- Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers
- Testing for the number of states in hidden Markov models
- Gaussian quadrature approximations in mixed hidden Markov models for longitudinal data: a simulation study
- Goodness-of-fit testing of a count time series' marginal distribution
- Hidden Markov models revealing the stress field underlying the earthquake generation
- Reflected stochastic differential equation models for constrained animal movement
- Maximum likelihood estimation of the Markov-switching GARCH model based on a general collapsing procedure
- The max-BARMA models for counts with bounded support
- An integer-valued threshold autoregressive process based on negative binomial thinning
- Gaussian copula marginal regression
- A comparison of some criteria for states selection in the latent Markov model for longitudinal data
- Order selection for regression-based hidden Markov model
- Model-based two-way clustering of second-level units in ordinal multilevel latent Markov models
- A hidden Markov model to estimate homozygous-by-descent probabilities associated with nested layers of ancestors
- The bounded coalescent model: conditioning a genealogy on a minimum root date
- Copula-based Markov models for time series. Parametric inference and process control
- Analysing the course of public trust via hidden Markov models: a focus on the Polish society
- A hidden Markov-model for gene mapping based on whole-genome next generation sequencing data
- Posterior consistency for partially observed Markov models
- New formulation of the logistic-Gaussian process to analyze trajectory tracking data
- Mean targeting estimator for the integer-valued GARCH(1, 1) model
- Structured priors for sparse probability vectors with application to model selection in Markov chains
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Filtering and change point estimation for hidden Markov-modulated Poisson processes
- Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure
- Semiparametric stochastic volatility modelling using penalized splines
- Latent drop-out based transitions in linear quantile hidden Markov models for longitudinal responses with attrition
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Mining categorical sequences from data using a hybrid clustering method
- Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models
- Pattern identification and characterization reveal permutations of organs as a key genetically controlled property of post-meristematic phyllotaxis
- Handbook of discrete-valued time series
- Random environment integer-valued autoregressive process
- Maximum penalized likelihood estimation in semiparametric mark-recapture-recovery models
- Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009
- Multivariate longitudinal data analysis with mixed effects hidden Markov models
- A dynamic latent model for poverty measurement
- SPC methods for time-dependent processes of counts—A literature review
- Lévy or not? analysing positional data from animal movement paths
- Penalized maximum likelihood estimation for Gaussian hidden Markov models
- A Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihood
- Using hidden Markov models to deal with availability bias on line transect surveys
- Mixed hidden Markov models for longitudinal data: an overview
- Latent Markov models for longitudinal data
- A Bayesian test for the hot hand phenomenon
- A New Method for Learning Imprecise Hidden Markov Models
- Tuning the EM-test for finite mixture models
- Modeling the coupled return-spread high frequency dynamics of large tick assets
- Modelling counts with state-dependent zero inflation
- Applications of Poisson-hidden Markov model
- Nonparametric inference in hidden Markov models using P‐splines
- A discrete time event-history approach to informative drop-out in mixed latent Markov models with covariates
- Maximum likelihood estimation of mark-recapture-recovery models in the presence of continuous covariates
- On binary and categorical time series models with feedback
- Hidden Markov models with arbitrary state dwell-time distributions
- HARA utility maximization in a Markov-switching bond-stock market
- Threshold negative binomial autoregressive model
- Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
- Aggregate claim estimation using bivariate hidden Markov model
- Stylised facts of financial time series and hidden Markov models in continuous time
- About the posterior distribution in hidden Markov models with unknown number of states
- A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
- A sequential Monte Carlo approach for MLE in a plant growth model
- Modeling the diving behavior of whales: a latent-variable approach with feedback and semi-Markovian components
- scientific article; zbMATH DE number 846906 (Why is no real title available?)
- Multiple hidden Markov models for categorical time series
- A marked Cox model for the number of IBNR claims: estimation and application
- Self-excited threshold Poisson autoregression
- Mixtures of nonlinear Poisson autoregressions
- scientific article; zbMATH DE number 7387545 (Why is no real title available?)
- Using HMM to Model Neural Dynamics and Decode Useful Signals for Neuroprosthetic Control
- Model Checking for Hidden Markov Models
- Bayesian methods for time series of count data
- A class of max-INAR(1) processes with explanatory variables
- Some applications of nonlinear and non-Gaussian state-space modelling by means of hidden Markov models
- A non-homogeneous hidden Markov model for predicting the distribution of sea surface elevation
- A dynamic analysis of stock markets using a hidden Markov model
- On a bounded bimodal two-sided distribution fitted to the Old-Faithful geyser data
- Modeling proportions and marginal counts simultaneously for clustered multinomial data with random cluster sizes
- A continuous-time HMM approach to modeling the magnitude-frequency distribution of earthquakes
- Markov-switching generalized additive models
- Multivariate Cox hidden Markov models with an application to operational risk
- Robust fitting of hidden Markov regression models under a longitudinal setting
- On count time series prediction
- scientific article; zbMATH DE number 7128895 (Why is no real title available?)
- A generalized mixture model applied to diabetes incidence data
- Model Selection and Averaging in Financial Risk Management
- Hidden Markov models. Theory and implementation using MATLAB
- Understanding and Addressing the Unbounded “Likelihood” Problem
- Hidden Markov models for time series. An introduction using R
- Information matrix for hidden Markov models with covariates
- Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering
- Comments on: ``Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
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