research
∙
01/22/2021
Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
Hidden semi-Markov models generalise hidden Markov models by explicitly ...
share
research
∙
07/29/2020
Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models
Financial markets exhibit alternating periods of rising and falling pric...
research
∙
01/10/2019
Penalized estimation of flexible hidden Markov models for time series of counts
Hidden Markov models are versatile tools for modeling sequential observa...
research
∙
10/06/2017