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Holzmann et al., 2015 - Google Patents

Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering

Holzmann et al., 2015

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Document ID
7745948008055596692
Author
Holzmann H
Schwaiger F
Publication year
Publication venue
Statistics and Computing

External Links

Snippet

Finite-state hidden Markov models (HMMs), also called Markov-dependent finite mixtures, form a popular, frequently used model class for serially dependent observations with unobserved heterogeneity. We consider HMMs in which the state-dependent distributions …
Continue reading at www.mathematik.uni-marburg.de (PDF) (other versions)

Classifications

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