Risk-sensitive and risk-neutral control for continuous-time hidden Markov models

1996 ◽  
Vol 34 (1) ◽  
pp. 37-50 ◽  
Author(s):  
M. R. James ◽  
R. J. Elliott
Keyword(s):  
Hidden Markov Models ◽  
Continuous Time ◽  
Markov Models ◽  
Hidden Markov ◽  
Risk Sensitive ◽  
Risk Neutral

An S-Plus Implementation of Hidden Markov Models in Continuous Time

2000 ◽  
Vol 9 (4) ◽  
pp. 621 ◽  
Author(s):  
Alexandre Bureau ◽  
James P. Hughes ◽  
Stephen C. Shiboski
Keyword(s):  
Hidden Markov Models ◽  
Continuous Time ◽  
Markov Models ◽  
Hidden Markov

scholarly journals Particle filtering for continuous-time hidden Markov models

2007 ◽  
Vol 19 ◽  
pp. 12-17 ◽  
Author(s):  
Nicolas Chopin ◽  
Elisa Varini
Keyword(s):  
Hidden Markov Models ◽  
Continuous Time ◽  
Particle Filtering ◽  
Markov Models ◽  
Hidden Markov

Event-triggered smoothing for hidden Markov models: Risk-sensitive and MMSE results

Automatica ◽  
2021 ◽  
Vol 134 ◽  
pp. 109933
Author(s):  
Meiqi Cheng ◽  
Dawei Shi ◽  
Tongwen Chen
Keyword(s):  
Hidden Markov Models ◽  
Markov Models ◽  
Hidden Markov ◽  
Risk Sensitive ◽  
Event Triggered

An S-Plus Implementation of Hidden Markov Models in Continuous Time

2000 ◽  
Vol 9 (4) ◽  
pp. 621-632
Author(s):  
Alexandre Bureau ◽  
James P. Hughes ◽  
Stephen C. Shiboski
Keyword(s):  
Hidden Markov Models ◽  
Continuous Time ◽  
Markov Models ◽  
Hidden Markov

Bayesian continuous-time hidden Markov models with covariate selection for intensive longitudinal data with measurement error.

2021 ◽  
Author(s):  
Mingrui Liang ◽  
Matthew D. Koslovsky ◽  
Emily T. Hébert ◽  
Darla E. Kendzor ◽  
Michael S. Businelle ◽  
...  
Keyword(s):  
Measurement Error ◽  
Longitudinal Data ◽  
Hidden Markov Models ◽  
Continuous Time ◽  
Markov Models ◽  
Hidden Markov ◽  
Covariate Selection ◽  
Intensive Longitudinal Data ◽  
Selection For

scholarly journals Filterbased stochastic volatility in continuous-time hidden Markov models

2018 ◽  
Vol 6 ◽  
pp. 1-21 ◽  
Author(s):  
Vikram Krishnamurthy ◽  
Elisabeth Leoff ◽  
Jörn Sass
Keyword(s):  
Hidden Markov Models ◽  
Stochastic Volatility ◽  
Continuous Time ◽  
Markov Models ◽  
Hidden Markov
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