hsmm -- an R package for analyzing hidden semi-Markov models
DOI10.1016/J.CSDA.2008.08.025zbMATH Open1464.62011DBLPjournals/csda/BullaBN10OpenAlexW2032731438WikidataQ29013207 ScholiaQ29013207MaRDI QIDQ962296FDOQ962296
Authors: Jan Bulla, Ingo Bulla, Oleg Nenadić 
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
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Cites Work
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- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- Nonstationary hidden Markov model
- Fitting hidden semi-Markov models to breakpoint rainfall data
- Stylized facts of financial time series and hidden semi-Markov models
Cited In (27)
- Fitting hidden semi-Markov models to breakpoint rainfall data
- Editorial: Second special issue on statistical algorithms and software
- Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
- Stylised facts of financial time series and hidden Markov models in continuous time
- An EM and a stochastic version of the EM algorithm for nonparametric hidden semi-Markov models
- On robust estimation of hidden semi-Markov regime-switching models
- Combining mixed effects hidden Markov models with latent alternating recurrent event processes to model diurnal active-rest cycles
- Viterbi algorithms for hidden semi-Markov models with application to DNA analysis
- A hidden semi-Markov model with missing data and multiple observation sequences for mobility tracking.
- Application of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, Greece
- Mixed hidden Markov models for longitudinal data: an overview
- Approximate forward-backward algorithm for a switching linear Gaussian model
- Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009
- An efficient algorithm for parameterizing HsMM with Gaussian and gamma distributions
- MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications
- Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach
- hsmm
- Hhsmm: An R package for hidden hybrid Markov/semi-Markov models
- Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies
- Quantile hidden semi-Markov models for multivariate time series
- State duration and interval modeling in hidden semi-Markov model for sequential data analysis
- Statistical inference for a general class of distributions with time-varying parameters
- Hidden semi-Markov models
- Hidden Markov models with arbitrary state dwell-time distributions
- A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
- Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling
- Hidden semi-Markov-switching quantile regression for time series
Uses Software
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