Heavy tailed hidden semi-markov models

DOI10.1080/15326349808807474MaRDI QIDQ4385224zbMATH OpenOpenAlexFDO

Authors A. Subramanian, Sidney I. Resnick

Publication date 13 April 1998

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/9071

zbMATH Keywords

correlation functionshidden semi-Markov modelssample covariancetransmission of packets

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

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Cited in

(5)

• Random linear recursions with dependent coefficients
• Hidden Markov models with arbitrary state dwell-time distributions
• Multivariate linear recursions with Markov-dependent coefficients
• Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation
• Internet traffic modeling by means of hidden Markov models

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