Interactive hidden Markov models and their applications

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

zbMATH Keywords

steady-state probability distribution; categorical time series; prediction of demand

Mathematics Subject Classification ID

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

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