Non parametric observation-driven hidden Markov model

DOI10.1080/03610926.2024.2419899MaRDI QIDQ6964892zbMATH OpenFDO

Authors Pierre-Olivier Cheptou, N. Limnios, Nathalie Peyrard

Publication date 4 July 2025

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2024.2419899

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• The Application of Hidden Markov Models in Speech Recognition
• The construction and estimation of hidden semi-Markov models
• Time-varying transition probabilities for Markov regime switching models

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