Partition Markov model for multiple processes

DOI10.1002/MMA.6079zbMath1453.60132OpenAlexW3001836344MaRDI QIDQ5120887

Marcos Tadeu A. Cordeiro, V. A. González-López, Sergio L. M. Londono, Jesús E. García

Publication date: 16 September 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.6079

zbMATH Keywords

stochastic processesBayesian information criterionparsimonious modelmetric between stochastic processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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