Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009

Australian and New Zealand Journal of Statistics

Volumn 54, Issue 3, 2012, Pages 261-279

  Langrock, Roland ^a  

^a UNIVERSITY OF ST ANDREWS   (United Kingdom)

Author keywords

Hidden Markov model; Hidden semi Markov model; Markov chain; Mixture transition distribution; Time series

Indexed keywords

EID: 84871658028     PISSN: 13691473     EISSN: 1467842X     Source Type: Journal    
DOI: 10.1111/j.1467-842X.2012.00669.x     Document Type: Article

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