Hidden Markov model steady-state estimation

DOI10.1080/03610918.2020.1813775MaRDI QIDQ5055170zbMATH OpenOpenAlexFDO

Authors Karima Elkimakh, Abdelaziz Nasroallah

Publication date 13 December 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2020.1813775

zbMATH Keywords

hidden Markov modelMarkov chainMonte Carlo simulationregenerative techniquesteady-state probability

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical methods (including Monte Carlo methods) (91G60)

Cites work

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Cited in

(3)

• Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
• A reservoir-driven non-stationary hidden Markov model
• Steady state hidden Markov model with rare events

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