Continuous time hidden Markov model for longitudinal data
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Publication:2196129
DOI10.1016/j.jmva.2020.104646zbMath1448.62128OpenAlexW3034374097MaRDI QIDQ2196129
Jie Zhou, Xin-Yuan Song, Liu-Quan Sun
Publication date: 28 August 2020
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2020.104646
Directional data; spatial statistics (62H11) Markov processes: estimation; hidden Markov models (62M05)
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The continuous-time hidden Markov model based on discretization. Properties of estimators and applications ⋮ Order selection for regression-based hidden Markov model
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