A note on the mixture transition distribution and hidden Markov models

Journal of Time Series Analysis

Volumn 31, Issue 2, 2010, Pages 132-138

  Bartolucci, Francesco ^a   Farcomeni, Alessio ^b  

^a UNIVERSITY OF PERUGIA   (Italy)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Backward; Discrete valued time series; EM algorithm; Forward recursions; State space models

Indexed keywords

EID: 77949290489     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2009.00650.x     Document Type: Article

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