High-order extensions of the Double Chain Markov Model

DOI10.1081/STM-120004464zbMath1006.60071MaRDI QIDQ3147435

André Berchtold

Publication date: 12 November 2002

Published in: Stochastic Models (Search for Journal in Brave)

zbMATH Keywords

Viterbi algorithm; forward-backward algorithm; double chain Markov model; Baum-Welch algorithm; mixture transition distribution model

Mathematics Subject Classification ID

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

60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)

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