Least squares type estimation of the transition density of a particular hidden Markov chain

Claire Lacour

doi:10.1214/07-ejs111

Least squares type estimation of the transition density of a particular hidden Markov chain

Electronic Journal of Statistics ◽

10.1214/07-ejs111 ◽

2008 ◽

Vol 2 (0) ◽

pp. 1-39 ◽

Cited By ~ 2

Author(s):

Claire Lacour

Keyword(s):

Markov Chain ◽

Least Squares ◽

Hidden Markov ◽

Transition Density ◽

Hidden Markov Chain

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Adaptive estimation of the transition density of a particular hidden Markov chain

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2007.04.006 ◽

2008 ◽

Vol 99 (5) ◽

pp. 787-814 ◽

Cited By ~ 8

Author(s):

Claire Lacour

Keyword(s):

Markov Chain ◽

Adaptive Estimation ◽

Hidden Markov ◽

Transition Density ◽

Hidden Markov Chain

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Optimal Linear Mean Square Filter and an Associated Stationary Filter for Hidden Markov Chain

2020 59th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc42340.2020.9303875 ◽

2020 ◽

Author(s):

Fortia V. Verges ◽

Marcelo D. Fragoso

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Mean Square ◽

Hidden Markov Chain ◽

Optimal Linear

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基于隐马尔可夫链的上证股指建模<br>A Hidden Markov Chain Modeling of Shanghai Stock Index

Finance ◽

10.4236/fin.2012.21005 ◽

2012 ◽

Vol 02 (01) ◽

pp. 45-49

Author(s):

龚健

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Stock Index ◽

Hidden Markov Chain ◽

Markov Chain Modeling

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Sequential tracking of a hidden Markov chain using point process observations

Stochastic Processes and their Applications ◽

10.1016/j.spa.2008.09.003 ◽

2009 ◽

Vol 119 (6) ◽

pp. 1792-1822 ◽

Cited By ~ 14

Author(s):

Erhan Bayraktar ◽

Michael Ludkovski

Keyword(s):

Markov Chain ◽

Point Process ◽

Hidden Markov ◽

Hidden Markov Chain

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A hidden Markov chain model for the term structure of bond credit risk spreads

International Review of Financial Analysis ◽

10.1016/s1057-5219(02)00078-9 ◽

2002 ◽

Vol 11 (3) ◽

pp. 311-329 ◽

Cited By ~ 30

Author(s):

Lyn C. Thomas ◽

David E. Allen ◽

Nigel Morkel-Kingsbury

Keyword(s):

Markov Chain ◽

Credit Risk ◽

Term Structure ◽

Hidden Markov ◽

Markov Chain Model ◽

Chain Model ◽

Hidden Markov Chain ◽

Hidden Markov Chain Model

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Comparison of hidden Markov chain models and hidden Markov random field models in estimation of computed tomography images

Communications in Statistics Case Studies Data Analysis and Applications ◽

10.1080/23737484.2018.1473059 ◽

2018 ◽

Vol 4 (1) ◽

pp. 46-55 ◽

Cited By ~ 1

Author(s):

Kristi Kuljus ◽

Fekadu L. Bayisa ◽

David Bolin ◽

Jüri Lember ◽

Jun Yu

Keyword(s):

Computed Tomography ◽

Markov Chain ◽

Random Field ◽

Markov Random Field ◽

Hidden Markov ◽

Hidden Markov Chain ◽

Markov Chain Models ◽

Computed Tomography Images ◽

Markov Random ◽

Hidden Markov Random Field

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Estimating ensemble flows on a hidden Markov chain

2019 IEEE 58th Conference on Decision and Control (CDC) ◽

10.1109/cdc40024.2019.9029787 ◽

2019 ◽

Cited By ~ 2

Author(s):

Isabel Haasler ◽

Axel Ringh ◽

Yongxin Chen ◽

Johan Karlsson

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Hidden Markov Chain

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Aircraft tracking using weak detectors with hidden Markov chain

2017 IEEE 2nd Information Technology, Networking, Electronic and Automation Control Conference (ITNEC) ◽

10.1109/itnec.2017.8284991 ◽

2017 ◽

Cited By ~ 2

Author(s):

Yunfeng Sui ◽

Baoshu Liu ◽

Zhi Cheng ◽

Zhongtao Huang ◽

Shixuan Zhao

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Hidden Markov Chain ◽

Aircraft Tracking

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Comments on “Spatial hidden Markov chain models for estimation of petroleum reservoir categorical variables”

Journal of Petroleum Exploration and Production Technology ◽

10.1007/s13202-016-0312-0 ◽

2017 ◽

Vol 7 (3) ◽

pp. 905-909

Author(s):

Weidong Li ◽

Chuanrong Zhang

Keyword(s):

Markov Chain ◽

Hidden Markov ◽

Categorical Variables ◽

Petroleum Reservoir ◽

Hidden Markov Chain ◽

Markov Chain Models

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Change detection in synthetic aperture radar images with a sliding hidden Markov chain model

Journal of Applied Remote Sensing ◽

10.1117/1.2957968 ◽

2008 ◽

Vol 2 (1) ◽

pp. 023526 ◽

Cited By ~ 9

Author(s):

Lamia Benyoussef

Keyword(s):

Markov Chain ◽

Synthetic Aperture Radar ◽

Change Detection ◽

Hidden Markov ◽

Markov Chain Model ◽

Synthetic Aperture ◽

Chain Model ◽

Hidden Markov Chain ◽

Radar Images ◽

Hidden Markov Chain Model

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