Hidden hybrid Markov/semi-Markov chains
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Publication:72012
DOI10.1016/J.CSDA.2004.05.033zbMATH Open1429.62366OpenAlexW2108931718MaRDI QIDQ72012FDOQ72012
Publication date: June 2005
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-00830074/file/CSDAguedon2005.pdf
forward-backward algorithmhidden Markov chainhidden semi-Markov chainmacro-stateplant structure analysissmoothing algorithmViterbi algorithm
Cites Work
Cited In (16)
- Large-scale dependent multiple testing via hidden semi-Markov models
- Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
- Analyzing growth components in trees
- Filtering hidden semi-Markov chains
- Heavy tailed hidden semi-markov models
- Title not available (Why is that?)
- Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009
- On sovereign credit migration: a study of alternative estimators and rating dynamics
- Exploring the state sequence space for hidden Markov and semi-Markov chains
- Computational methods for discrete hidden semi-Markov chains
- hhsmm
- Hhsmm: An R package for hidden hybrid Markov/semi-Markov models
- Semi‐Markov Arnason–Schwarz models
- Hidden semi-Markov models
- Hidden Markov models with arbitrary state dwell-time distributions
- Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling
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