Applications of Poisson-hidden Markov model

MaRDI QIDQ3454043zbMATH OpenFDO

Authors

Publication date 2 December 2015

Full work available at URL http://www.ceser.in/ceserp/index.php/ijamas/article/view/3674

zbMATH Keywords

Baum-Welch methodhidden Markov modelparametric bootstrap techniquePoisson distribution

Mathematics Subject Classification ID

Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to economics (62P20)

Recommendations

• Bayesian posterior mean estimates for Poisson hidden Markov models
• A nonhomogeneous Poisson hidden Markov model for claim counts
• Hidden Markov Models for Time Series
• Markov Poisson regression models for discrete time series. Part 1: Methodology
• Penalized estimation of flexible hidden Markov models for time series of counts

This page was built for publication: Applications of Poisson-hidden Markov model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3454043)