The double chain markov model
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Publication:4935425
DOI10.1080/03610929908832439zbMath0973.62067MaRDI QIDQ4935425
Publication date: 5 December 2001
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.142.7472
random environment; non-homogeneous Markov chains; hidden processes; iterative estimation algorithms
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M05: Markov processes: estimation; hidden Markov models
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
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