Hidden Markov modelling of sparse time series from non-volcanic tremor observations
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- Bountzis, P. & Papadimitriou, E. & Tsaklidis, G., 2020. "Earthquake clusters identification through a Markovian Arrival Process (MAP): Application in Corinth Gulf (Greece)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
- Guglielmo D’Amico & Ada Lika & Filippo Petroni, 2019. "Change point dynamics for financial data: an indexed Markov chain approach," Annals of Finance, Springer, vol. 15(2), pages 247-266, June.
- Amina Shahzadi & Ting Wang & Mark Bebbington & Matthew Parry, 2023. "Inhomogeneous hidden semi-Markov models for incompletely observed point processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 75(2), pages 253-280, April.
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