Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009

DOI10.1111/J.1467-842X.2012.00669.XMaRDI QIDQ2802798zbMATH OpenFDO

Authors Roland Langrock

Publication date 27 April 2016

Published in Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

Markov chaintime serieshidden Markov modelmixture transition distributionhidden semi-Markov model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32)

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• A Look at Some Data on the Old Faithful Geyser
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Cites work

• scientific article; zbMATH DE number 3954111 (Why is no real title available?)
• scientific article; zbMATH DE number 1086081 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• A Look at Some Data on the Old Faithful Geyser
• A note on composite likelihood inference and model selection
• Applied Linear Regression
• Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
• Distributions associated with general runs and patterns in hidden Markov models
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Hidden Markov Models for Time Series
• Hidden Markov models with arbitrary state dwell-time distributions
• Hidden hybrid Markov/semi-Markov chains
• Modeling Time Series of Animal Behavior by Means of a Latent‐State Model with Feedback
• Some recent research in the analysis of mixture distributions
• The mixture transition distribution model for high-order Markov chains and non-Gaussian time series
• hsmm -- an R package for analyzing hidden semi-Markov models

Cited in

(7)

• Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach
• On a bounded bimodal two-sided distribution fitted to the Old-Faithful geyser data
• Penalized estimation of flexible hidden Markov models for time series of counts
• A Markov-switching generalized additive model for compound Poisson processes, with applications to operational loss models
• Modeling the diving behavior of whales: a latent-variable approach with feedback and semi-Markovian components
• A Look at Some Data on the Old Faithful Geyser
• Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement

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Uses Software

• alr3

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