Inference in finite state space non parametric hidden Markov models and applications
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Publication:2631347
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Cited in
(36)- Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method
- Nonparametric estimation of non-exchangeable latent-variable models
- HMM with emission process resulting from a special combination of independent Markovian emissions
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
- Kernel-based hidden Markov conditional densities
- Mixture of hidden Markov models for accelerometer data
- Inference for transition probabilities in non-Markov multi-state models
- A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
- Hierarchical Markov-switching models for multivariate integer-valued time-series
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- Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
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- Mixtures of nonparametric components and hidden Markov models
- Nonparametric Bayesian analysis for multi-site hidden Markov model
- Nonparametric finite translation hidden Markov models and extensions
- Backward Importance Sampling for Online Estimation of State Space Models
- A two-step estimator for multilevel latent class analysis with covariates
- Identifiability of discrete input–output hidden Markov models with external signals
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
- Dynamic Discrete Mixtures for High-Frequency Prices
- Bayesian Spline-Based Hidden Markov Models with Applications to Actimetry Data and Sleep Analysis
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