Hidden Markov models with binary dependence

DOI10.1016/j.physa.2020.125668OpenAlexW3113307220MaRDI QIDQ2066046

Umay Uzunoglu Kocer, Ozgur Danisman

Publication date: 13 January 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.125668

zbMATH Keywords

parameter estimationhidden Markov modelMarkov processBaum-Welch algorithmdependency assumptionstrong earthquake

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items

Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach

Uses Software

• bootstrap

Cites Work

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