Inference in finite state space non parametric hidden Markov models and applications
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Publication:2631347
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Cited in
(31)- Consistency of the maximum likelihood estimator in seasonal hidden Markov models
- Clustering via finite nonparametric ICA mixture models
- Hierarchical Markov-switching models for multivariate integer-valued time-series
- Mixtures of nonparametric components and hidden Markov models
- Semiparametric hidden Markov model with non-parametric regression
- Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method
- Binary hidden Markov models and varieties
- Nonparametric finite translation hidden Markov models and extensions
- Posterior consistency for nonparametric hidden Markov models with finite state space
- An overview of semiparametric extensions of finite mixture models
- Nonparametric inference in hidden Markov models using P‐splines
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
- scientific article; zbMATH DE number 815425 (Why is no real title available?)
- Inference for transition probabilities in non-Markov multi-state models
- Backward Importance Sampling for Online Estimation of State Space Models
- Dynamic Discrete Mixtures for High-Frequency Prices
- A two-step estimator for multilevel latent class analysis with covariates
- Hidden Markov models with mixtures as emission distributions
- Nonparametric estimation of non-exchangeable latent-variable models
- HMM with emission process resulting from a special combination of independent Markovian emissions
- Bayesian Spline-Based Hidden Markov Models with Applications to Actimetry Data and Sleep Analysis
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
- Identifiability of discrete input–output hidden Markov models with external signals
- Kernel-based hidden Markov conditional densities
- Scalable Inference for Hybrid Bayesian Hidden Markov Model Using Gaussian Process Emission
- Estimating multivariate latent-structure models
- A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
- Markov-switching generalized additive models
- Nonparametric Bayesian analysis for multi-site hidden Markov model
- Mixture of hidden Markov models for accelerometer data
- Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
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