Hidden Markov models with binary dependence
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DOI: 10.1016/j.physa.2020.125668
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References listed on IDEAS
- Enrique E. Alvarez, 2005. "Estimation in Stationary Markov Renewal Processes, with Application to Earthquake Forecasting in Turkey," Methodology and Computing in Applied Probability, Springer, vol. 7(1), pages 119-130, March.
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- Votsi, I. & Limnios, N. & Tsaklidis, G. & Papadimitriou, E., 2013. "Hidden Markov models revealing the stress field underlying the earthquake generation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2868-2885.
- Irene Votsi & Nikolaos Limnios & George Tsaklidis & Eleftheria Papadimitriou, 2012. "Estimation of the Expected Number of Earthquake Occurrences Based on Semi-Markov Models," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 685-703, September.
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- Nguyet Nguyen, 2018. "Hidden Markov Model for Stock Trading," IJFS, MDPI, vol. 6(2), pages 1-17, March.
- Luca De Angelis & Leonard J. Paas, 2013. "A dynamic analysis of stock markets using a hidden Markov model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(8), pages 1682-1700, August.
- C. E. Pertsinidou & G. Tsaklidis & E. Papadimitriou & N. Limnios, 2017. "Application of hidden semi-Markov models for the seismic hazard assessment of the North and South Aegean Sea, Greece," Journal of Applied Statistics, Taylor & Francis Journals, vol. 44(6), pages 1064-1085, April.
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Cited by:
- Jorge Antunes & Luis Alberiko Gil-Alana & Rossana Riccardi & Yong Tan & Peter Wanke, 2022. "Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach," Annals of Operations Research, Springer, vol. 313(1), pages 191-229, June.
- Marcell T. Kurbucz & P'eter P'osfay & Antal Jakov'ac, 2022. "Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices," Papers 2201.09790, arXiv.org.
- Gámiz, M.L. & Navas-Gómez, F. & Raya-Miranda, R. & Segovia-GarcÃa, M.C., 2023. "Dynamic reliability and sensitivity analysis based on HMM models with Markovian signal process," Reliability Engineering and System Safety, Elsevier, vol. 239(C).
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More about this item
Keywords
Markov process; Dependency assumption; Baum–Welch algorithm; Hidden Markov model; Parameter estimation; Strong earthquake;All these keywords.
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