Change point estimation for continuous-time hidden Markov models

Systems & Control Letters ◽

10.1016/j.sysconle.2012.11.007 ◽

2013 ◽

Vol 62 (2) ◽

pp. 112-114 ◽

Author(s):

Robert J. Elliott ◽

Jia Deng

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Change Point ◽

Markov Models ◽

Hidden Markov ◽

Point Estimation ◽

Change Point Estimation

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

Journal of Computational and Graphical Statistics ◽

10.2307/1391083 ◽

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 ◽

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

Applied Mathematics & Optimization ◽

10.1007/bf01182472 ◽

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 ◽

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Particle filtering for continuous-time hidden Markov models

ESAIM Proceedings ◽

10.1051/proc:071903 ◽

2007 ◽

Vol 19 ◽

pp. 12-17 ◽

Author(s):

Nicolas Chopin ◽

Elisa Varini

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Particle Filtering ◽

Markov Models ◽

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Continuous-time Hidden Markov models in Network Simulation

2008 IEEE International Symposium on Knowledge Acquisition and Modeling Workshop ◽

10.1109/kamw.2008.4810577 ◽

2008 ◽

Author(s):

Tang Bo ◽

Tan Xiaobin ◽

Yin Baoqun

Keyword(s):

Hidden Markov Models ◽

Continuous Time ◽

Markov Models ◽

Hidden Markov ◽

Network Simulation

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Filtering and change point estimation for hidden Markov-modulated Poisson processes

Applied Mathematics Letters ◽

10.1016/j.aml.2013.10.001 ◽

2014 ◽

Vol 28 ◽

pp. 66-71 ◽

Author(s):

Robert J. Elliott ◽

Tak Kuen Siu

Keyword(s):

Change Point ◽

Hidden Markov ◽

Point Estimation ◽

Poisson Processes ◽

Change Point Estimation ◽

Markov Modulated

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Hidden Markov change point estimation

Communications on Stochastic Analysis ◽

10.31390/cosa.9.3.04 ◽

2015 ◽

Vol 9 (3) ◽

Author(s):

Robert J Elliott ◽

Sebastian Elliott

Keyword(s):

Change Point ◽

Hidden Markov ◽

Point Estimation ◽

Change Point Estimation

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

Journal of Computational and Graphical Statistics ◽

10.1080/10618600.2000.10474903 ◽

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 ◽

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

Psychological Methods ◽

10.1037/met0000433 ◽

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 ◽

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Filterbased stochastic volatility in continuous-time hidden Markov models

Econometrics and Statistics ◽

10.1016/j.ecosta.2016.10.007 ◽

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 ◽

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Multisensor Real-Time Risk Assessment Using Continuous-Time Hidden Markov Models

Computational Intelligence and Security - Lecture Notes in Computer Science ◽

10.1007/978-3-540-74377-4_72 ◽

2007 ◽

pp. 694-703 ◽

Author(s):

Kjetil Haslum ◽

André Årnes

Keyword(s):

Risk Assessment ◽

Hidden Markov Models ◽

Real Time ◽

Continuous Time ◽

Markov Models ◽

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