Flexible estimation of the state dwell-time distribution in hidden semi-Markov models

DOI10.1016/J.CSDA.2022.107479MaRDI QIDQ2143003zbMATH OpenOpenAlexFDO

Authors Jennifer Pohle, Timo Adam, Larissa T. Beumer

Publication date 30 May 2022

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.09197

zbMATH Keywords

penalized likelihoodsmoothingtime seriesanimal movement modeling

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 6276249 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Hidden Markov models for time series. An introduction using R
• Hidden Markov models with arbitrary state dwell-time distributions
• Hidden hybrid Markov/semi-Markov chains
• Hidden semi-Markov models
• MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications
• Modeling the diving behavior of whales: a latent-variable approach with feedback and semi-Markovian components
• Nonparametric inference in hidden Markov models using P‐splines
• Penalized estimation of flexible hidden Markov models for time series of counts
• Semi-Markov Arnason-Schwarz models
• Stylized facts of financial time series and hidden semi-Markov models
• hsmm -- an R package for analyzing hidden semi-Markov models

Cited in

(4)

• A hidden semi-Markov model with duration-dependent state transition probabilities for prognostics
• scientific article; zbMATH DE number 6453160 (Why is no real title available?)
• Hidden Markov models for longitudinal rating data with dynamic response styles
• Quantile hidden semi-Markov models for multivariate time series

Describes a project that uses

Uses Software

• hsmm
• R
• PHSMM

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