Hidden Markov models with arbitrary state dwell-time distributions
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- Guedon, Yann, 2005. "Hidden hybrid Markov/semi-Markov chains," Computational Statistics & Data Analysis, Elsevier, vol. 49(3), pages 663-688, June.
- Florence Chaubert-Pereira & Yann Guédon & Christian Lavergne & Catherine Trottier, 2010. "Markov and Semi-Markov Switching Linear Mixed Models Used to Identify Forest Tree Growth Components," Biometrics, The International Biometric Society, vol. 66(3), pages 753-762, September.
- Altman, Rachel MacKay, 2007. "Mixed Hidden Markov Models: An Extension of the Hidden Markov Model to the Longitudinal Data Setting," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 201-210, March.
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- Pohle, Jennifer & Adam, Timo & Beumer, Larissa T., 2022. "Flexible estimation of the state dwell-time distribution in hidden semi-Markov models," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).
- Giner, Javier & Zakamulin, Valeriy, 2023. "A regime-switching model of stock returns with momentum and mean reversion," Economic Modelling, Elsevier, vol. 122(C).
- D. L. Borchers & W. Zucchini & M. P. Heide-Jørgensen & A. Cañadas & R. Langrock, 2013. "Using Hidden Markov Models to Deal with Availability Bias on Line Transect Surveys," Biometrics, The International Biometric Society, vol. 69(3), pages 703-713, September.
- Choquet, R. & Guédon, Y. & Besnard, A. & Guillemain, M. & Pradel, R., 2013. "Estimating stop over duration in the presence of trap-effects," Ecological Modelling, Elsevier, vol. 250(C), pages 111-118.
- Antonello Maruotti & Antonio Punzo, 2021. "Initialization of Hidden Markov and Semi‐Markov Models: A Critical Evaluation of Several Strategies," International Statistical Review, International Statistical Institute, vol. 89(3), pages 447-480, December.
- Ting Wang & Jiancang Zhuang & Kazushige Obara & Hiroshi Tsuruoka, 2017. "Hidden Markov modelling of sparse time series from non-volcanic tremor observations," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 66(4), pages 691-715, August.
- Adam, Timo & Mayr, Andreas & Kneib, Thomas, 2022. "Gradient boosting in Markov-switching generalized additive models for location, scale, and shape," Econometrics and Statistics, Elsevier, vol. 22(C), pages 3-16.
- Shanshan Qin & Zhenni Tan & Yuehua Wu, 2024. "On robust estimation of hidden semi-Markov regime-switching models," Annals of Operations Research, Springer, vol. 338(2), pages 1049-1081, July.
- Nicosia, Aurélien & Duchesne, Thierry & Rivest, Louis-Paul & Fortin, Daniel, 2017. "A general hidden state random walk model for animal movement," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 76-95.
- Zhou, Jie & Song, Xinyuan & Sun, Liuquan, 2020. "Continuous time hidden Markov model for longitudinal data," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
- Sofia Ruiz-Suarez & Vianey Leos-Barajas & Juan Manuel Morales, 2022. "Hidden Markov and Semi-Markov Models When and Why are These Models Useful for Classifying States in Time Series Data?," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(2), pages 339-363, June.
- Wang, Ting & Bebbington, Mark, 2013. "Identifying anomalous signals in GPS data using HMMs: An increased likelihood of earthquakes?," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 27-44.
- Maruotti, Antonello & Petrella, Lea & Sposito, Luca, 2021. "Hidden semi-Markov-switching quantile regression for time series," Computational Statistics & Data Analysis, Elsevier, vol. 159(C).
- Degras, David & Ting, Chee-Ming & Ombao, Hernando, 2022. "Markov-switching state-space models with applications to neuroimaging," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
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Keywords
Daily rainfall occurrence Dwell-time distribution Hidden Markov model Hidden semi-Markov model Numerical likelihood maximization;Statistics
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