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Exploring the state sequence space for hidden Markov and semi-Markov chains

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  • Guedon, Yann

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  • Guedon, Yann, 2007. "Exploring the state sequence space for hidden Markov and semi-Markov chains," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2379-2409, February.
    • Handle: RePEc:eee:csdana:v:51:y:2007:i:5:p:2379-2409
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    References listed on IDEAS

    as
    1. Guedon, Yann, 2005. "Hidden hybrid Markov/semi-Markov chains," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 663-688, June.
    2. Chib, Siddhartha, 1996. "Calculating posterior distributions and modal estimates in Markov mixture models," Journal of Econometrics, Elsevier, vol. 75(1), pages 79-97, November.
    3. Scott S. L., 2002. "Bayesian Methods for Hidden Markov Models: Recursive Computing in the 21st Century," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 337-351, March.
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    Cited by:

    1. Francq, Christian & ZakoI¨an, Jean-Michel, 2008. "Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3027-3046, February.

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