Hidden Markov models with arbitrary state dwell-time distributions

Computational Statistics and Data Analysis

Volumn 55, Issue 1, 2011, Pages 715-724

  Langrock, R ^a   Zucchini, W ^a  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

Author keywords

Daily rainfall occurrence; Dwell time distribution; Hidden Markov model; Hidden semi Markov model; Numerical likelihood maximization

Indexed keywords

MARKOV PROCESSES; MODEL CHECKING; POISSON DISTRIBUTION; RAIN; TRELLIS CODES;

ARBITRARY ACCURACY; DAILY RAINFALL; DWELL TIME; HIDDEN SEMI-MARKOV MODELING; HIDDEN SEMI-MARKOV MODELS; SEASONAL VARIATION; SPECIAL STRUCTURE; STATE PREDICTION;

HIDDEN MARKOV MODELS;

EID: 77958026872     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.06.015     Document Type: Article

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