Generalized Poisson Hidden Markov Model for Overdispersed or Underdispersed Count Data

DOI10.15446/RCE.V43N1.77542zbMath1435.62312OpenAlexW3000791535MaRDI QIDQ5114152

Ambily Jose, Sebastian George

Publication date: 21 June 2020

Published in: Revista Colombiana de Estadística (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15446/rce.v43n1.77542

zbMATH Keywords

EM algorithmhidden Markov modeloverdispersiongeneralized Poisson distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Markov processes: estimation; hidden Markov models (62M05)

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