Hidden Markov models with arbitrary state dwell-time distributions

DOI10.1016/j.csda.2010.06.015zbMath1247.62290OpenAlexW2095340601MaRDI QIDQ452667

Walter Zucchini, Roland Langrock

Publication date: 15 September 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2010.06.015

zbMATH Keywords

hidden Markov modeldaily rainfall occurrencedwell-time distributionhidden semi-Markov modelnumerical likelihood maximization

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Markov processes: estimation; hidden Markov models (62M05)

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Uses Software

• hsmm
• R

Cites Work

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• Fitting hidden semi-Markov models to breakpoint rainfall data
• Hidden Markov processes
• Mixed Hidden Markov Models
• Hidden Markov Models for Time Series