Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies
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Publication:6088634
DOI10.1111/insr.12436OpenAlexW3124427131MaRDI QIDQ6088634
Antonello Maruotti, Antonio Punzo
Publication date: 14 December 2023
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/insr.12436
Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx)
Related Items (5)
Quantile hidden semi-Markov models for multivariate time series ⋮ Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling ⋮ Tempered expectation-maximization algorithm for the estimation of discrete latent variable models ⋮ A two-step estimator for multilevel latent class analysis with covariates ⋮ A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
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