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12/16/2021
Consistency of the maximum likelihood estimator in hidden Markov models with trends
A hidden Markov model with trends is a hidden Markov model whose emissio...
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10/23/2018
Bivariate modelling of precipitation and temperature using a non-homogeneous hidden Markov model
Aiming to generate realistic synthetic times series of the bivariate pro...
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10/23/2018
Bivariate modelling of precipitation and temperature: Bivariate modelling of precipitation and temperature using a non-homogeneous hidden Markov model
Aiming to generate realistic synthetic times series of the bivariate pro...
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02/20/2018
Consistency of the maximum likelihood estimator in seasonal hidden Markov models
In this paper, we introduce a variant of hidden Markov models in which t...
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10/23/2017