hsmm -- an R package for analyzing hidden semi-Markov models
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Publication:962296
DOI10.1016/j.csda.2008.08.025zbMath1464.62011OpenAlexW2032731438WikidataQ29013207 ScholiaQ29013207MaRDI QIDQ962296
Oleg Nenadić, Ingo Bulla, Jan Bulla
Publication date: 6 April 2010
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2008.08.025
Software, source code, etc. for problems pertaining to statistics (62-04) Markov processes: estimation; hidden Markov models (62M05)
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Uses Software
Cites Work
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- Nonstationary hidden Markov model
- Stylized facts of financial time series and hidden semi-Markov models
- Inference in hidden Markov models.
- Fitting hidden semi-Markov models to breakpoint rainfall data
- Hidden Markov processes
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
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