A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
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Cited in
(10)- The likelihood ratio test for general mixture models with or without structural parameter
- Consistent order estimation for nonparametric hidden Markov models
- Relevant states and memory in Markov chain bootstrapping and simulation
- Hidden Markov models with applications in cell adhesion experiments
- About the posterior distribution in hidden Markov models with unknown number of states
- Variable selection in model-based clustering using multilocus genotype data
- On the equivalence between standard and sequentially ordered hidden Markov models
- Two hidden Markov models for multiple processes and their contribution to the definition of a postural style
- Computable infinite-dimensional filters with applications to discretized diffusion processes
- Penalized estimate of the number of states in Gaussian linear AR with Markov regime
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