scientific article; zbMATH DE number 3594513

Cited in

(32)

The adjusted Viterbi training for hidden Markov models
Maximum-likelihood estimation for hidden Markov models
On recursive estimation for hidden Markov models
Testing for the number of states in hidden Markov models
Threshold autoregressive models for interval-valued time series data
Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
An asset return model capturing stylized facts
Distributions associated with general runs and patterns in hidden Markov models
On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity
Testing for co-nonlinearity
Robust and efficient specification tests in Markov-switching autoregressive models
Smoothly mixing regressions
Mixed hidden Markov models for longitudinal data: an overview
Autoregressive processes with data-driven regime switching
Testing for two states in a hidden Markov model
A radial basis function artificial neural network test for neglected nonlinearity
Effects of regime switching on pricing credit options in a shifted CIR model
Estimating the order of a hidden markov model
A time varying hidden Markov model with latent information
Granger-causality in Markov switching models
Adding flexibility to Markov Switching models
Asymmetries in the monetary policy reaction function: evidence from India
On stochastic dynamic modeling of incidence data
Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation
An EM algorithm for estimation in Markov-modulated Poisson processes
On randomly periodic strongly dependent time series, with applications to neural respiratory drive data
Maximum spacing estimation for hidden Markov models
Bayesian autoregressive online change-point detection with time-varying parameters
Threshold models in time series analysis -- some reflections
Segmentation of ARX-models using sum-of-norms regularization
On adjusted Viterbi training

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