Flexible Latent-State Modelling of Old Faithful's Eruption Inter-Arrival Times in 2009

DOI10.1111/j.1467-842X.2012.00669.xzbMath1334.86011MaRDI QIDQ2802798

Roland Langrock

Publication date: 27 April 2016

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

zbMATH Keywords

time series; hidden Markov model; Markov chain; hidden semi-Markov model; mixture transition distribution

Mathematics Subject Classification ID

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

86A32: Geostatistics

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Uses Software

• alr3

Cites Work

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