A semiparametric approach to hidden Markov models under longitudinal observations.

Antonello Maruotti Tobias Rydén

Published in: Stat. Comput. (2009)

Keyphrases

hidden markov models
semi parametric
hidden states
density estimation
least squares
constrained optimization
statistical inference
sequential data
regression model
hidden state
regression problems
model selection
machine learning
linear model
parametric models