Interactive hidden Markov models and their applications
From MaRDI portal
Publication:5427792
DOI10.1093/imaman/dpl014zbMath1123.62087MaRDI QIDQ5427792
No author found.
Publication date: 27 November 2007
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/252eadc89a6fef44190a21a920b9b7bc6f200247
62P20: Applications of statistics to economics
62P30: Applications of statistics in engineering and industry; control charts
62M05: Markov processes: estimation; hidden Markov models
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
91B42: Consumer behavior, demand theory
Related Items
A Columnwise Update Algorithm for Sparse Stochastic Matrix Factorization, An analytic valuation method for multivariate contingent claims with regime-switching volatilities, Modeling default data via an interactive hidden Markov model, A higher-order interactive hidden Markov model and its applications