Hidden Markov models for time series. An introduction using R
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Publication:5890752
DOI10.1201/B20790zbMATH Open1362.62005OpenAlexW4256357823MaRDI QIDQ5890752FDOQ5890752
Authors: Walter Zucchini, Roland Langrock, Iain L. MacDonald 
Publication date: 16 June 2016
Published in: Monographs on Statistics and Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1201/b20790
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model selectionpredictionBayesian inferenceEM algorithmtime serieshidden Markov modelsdecodingsoftware R
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical analysis or methods applied to Markov chains (65C40) Software, source code, etc. for problems pertaining to statistics (62-04) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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