A higher-order interactive hidden Markov model and its applications
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Publication:1642063
DOI10.1007/s00291-017-0484-0zbMath1396.60082OpenAlexW2732107104MaRDI QIDQ1642063
Lianmin Zhang, Robert J. Elliott, Dong-Mei Zhu, Wai-Ki Ching, Tak Kuen Siu
Publication date: 20 June 2018
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-017-0484-0
Discrete-time Markov processes on general state spaces (60J05) Approximation methods and heuristics in mathematical programming (90C59) Statistical methods; economic indices and measures (91B82)
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