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Penalized estimation of flexible hidden Markov models for time series of counts - MaRDI portal

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Penalized estimation of flexible hidden Markov models for time series of counts (Q145607)

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scientific article; zbMATH DE number 7103002
  • Penalized estimation of flexible hidden Markov models for time series of counts
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English
Penalized estimation of flexible hidden Markov models for time series of counts
scientific article; zbMATH DE number 7103002
  • Penalized estimation of flexible hidden Markov models for time series of counts

Statements

10 January 2019
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10 September 2019
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stat.ME
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Penalized estimation of flexible hidden Markov models for time series of counts (English)
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count data
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nonparametric statistics
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penalized likelihood
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smoothing parameter selection
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state-space model
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time series modeling
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earthquake
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