Nonparametric Bayesian analysis for multi-site hidden Markov model

DOI10.1080/03610918.2015.1137592zbMath1377.62173OpenAlexW2424926954MaRDI QIDQ5373906

Dal Ho Kim, Aejung Jo, Yongku Kim

Publication date: 27 October 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1137592

zbMATH Keywords

Bayesian analysishierarchical modelingstick-breaking priormulti-site hidden Markov model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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