Interactive hidden Markov models and their applications

DOI10.1093/IMAMAN/DPL014zbMath1123.62087OpenAlexW2021383545MaRDI QIDQ5427792

No author found.

Publication date: 27 November 2007

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/252eadc89a6fef44190a21a920b9b7bc6f200247

zbMATH Keywords

steady-state probability distributioncategorical time seriesprediction of demand

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics in engineering and industry; control charts (62P30) Markov processes: estimation; hidden Markov models (62M05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Consumer behavior, demand theory (91B42)

Related Items (4)

Modeling default data via an interactive hidden Markov model ⋮ A Columnwise Update Algorithm for Sparse Stochastic Matrix Factorization ⋮ A higher-order interactive hidden Markov model and its applications ⋮ An analytic valuation method for multivariate contingent claims with regime-switching volatilities

This page was built for publication: Interactive hidden Markov models and their applications