Filtering hidden semi-Markov chains

DOI10.1016/J.SPL.2013.05.007MaRDI QIDQ2637366zbMATH OpenOpenAlexFDO

Authors Robert J. Elliott, N. Limnios, Anatoliy Swishchuk

Publication date 11 February 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2013.05.007

zbMATH Keywords

genomicsreference probabilitysemi-Markov chainmodified Viterbi filters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)

Recommendations

• Hidden hybrid Markov/semi-Markov chains
• Filtering of Hidden Weak Markov Chain -Discrete Range Observations
• Hidden semi-Markov models
• Filtering of continuous-time Markov chains
• Optimal filters for a hidden Markov random field model
• Universal Filtering Via Hidden Markov Modeling
• Exact and approximate hidden Markov chain filters based on discrete observations
• Hidden Markov processes
• Hidden Markov Chain Filtering for a Jump Diffusion Model

Cites work

• scientific article; zbMATH DE number 722978 (Why is no real title available?)
• scientific article; zbMATH DE number 3361677 (Why is no real title available?)
• Bayesian analysis of a marked point process: application in seismic hazard assessment
• Ergodic theory for discrete semi-Markov chains
• Exact adaptive filters for Markov chains observed in Gaussian noise
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Hidden semi-Markov models
• Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence
• On Discrete Time Semi-Markov Chains and Applications in Words Occurrences
• Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
• Stylized facts of financial time series and hidden semi-Markov models

Cited in

(4)

• Universal Filtering Via Hidden Markov Modeling
• Hidden hybrid Markov/semi-Markov chains
• Lumpable hidden Markov models -- model reduction and reduced complexity filtering
• A hidden Markov model based on superposition of two restoration processes

This page was built for publication: Filtering hidden semi-Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2637366)