Some applications of nonlinear and non-Gaussian state-space modelling by means of hidden Markov models

Journal of Applied Statistics

Volumn 38, Issue 12, 2011, Pages 2955-2970

  Langrock, Roland ^a  

^a UNIVERSITY OF GÖTTINGEN   (Germany)

Author keywords

binary data; count data; numerical integration; pseudo residuals; stochastic volatility; time series; Viterbi algorithm

Indexed keywords

EID: 84858253075     PISSN: 02664763     EISSN: 13600532     Source Type: Journal    
DOI: 10.1080/02664763.2011.573543     Document Type: Article

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