A note on the mixture transition distribution and hidden Markov models
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References listed on IDEAS
- Gilles Celeux & Jean-Baptiste Durand, 2008. "Selecting hidden Markov model state number with cross-validated likelihood," Computational Statistics, Springer, vol. 23(4), pages 541-564, October.
- Francesco Bartolucci, 2002. "A recursive algorithm for Markov random fields," Biometrika, Biometrika Trust, vol. 89(3), pages 724-730, August.
- Francesco Bartolucci, 2006. "Likelihood inference for a class of latent Markov models under linear hypotheses on the transition probabilities," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(2), pages 155-178.
- Bartolucci, Francesco & Farcomeni, Alessio, 2009. "A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 816-831.
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- Alessio Farcomeni & Luca Greco, 2015. "S-estimation of hidden Markov models," Computational Statistics, Springer, vol. 30(1), pages 57-80, March.
- Bolano, Danilo & Berchtold, André, 2016. "General framework and model building in the class of Hidden Mixture Transition Distribution models," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 131-145.
- F. Bartolucci & A. Farcomeni & F. Pennoni, 2014.
"Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates,"
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research,
Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(3), pages 433-465, September.
- Bartolucci, Francesco & Farcomeni, Alessio & Pennoni, Fulvia, 2012. "Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates," MPRA Paper 39023, University Library of Munich, Germany.
- Farcomeni, Alessio, 2011. "Hidden Markov partition models," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1766-1770.
- repec:eee:empfin:v:43:y:2017:i:c:p:1-32 is not listed on IDEAS
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