Filtering hidden semi-Markov chains
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Publication:2637366
DOI10.1016/J.SPL.2013.05.007zbMATH Open1383.62202OpenAlexW2025381268MaRDI QIDQ2637366FDOQ2637366
Anatoliy Swishchuk, Robert J. Elliott, N. Limnios
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
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Cites Work
- Hidden semi-Markov models
- On Discrete Time Semi-Markov Chains and Applications in Words Occurrences
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- Ergodic theory for discrete semi-Markov chains
- Semi-Markov chains and hidden semi-Markov models toward applications. Their use in reliability and DNA analysis.
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- Fitting hidden semi-Markov models to breakpoint rainfall data
- Bayesian analysis of a marked point process: application in seismic hazard assessment
- Exact adaptive filters for Markov chains observed in Gaussian noise
- Stylized facts of financial time series and hidden semi-Markov models
- Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence
Cited In (4)
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