Inference and model choice for sequentially ordered hidden Markov models

Journal of the Royal Statistical Society. Series B: Statistical Methodology

Volumn 69, Issue 2, 2007, Pages 269-284

  Chopin, Nicolas ^a,b  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b Ecole Nationale de la Statistique et de l'Administration Economique   (France)

Author keywords

Hidden Markov models; Label switching; Particle filtering; Sequential Monte Carlo sampling; Time ordering

Indexed keywords

EID: 33847367249     PISSN: 13697412     EISSN: 14679868     Source Type: Journal    
DOI: 10.1111/j.1467-9868.2007.00588.x     Document Type: Article

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