Nonparametric estimation of bivariate hidden Markov models using tensor-product B-splines
Statistical Modelling: An International Journal
Published online on May 06, 2025
Abstract
Statistical Modelling, Volume 26, Issue 3, Page 277-294, June 2026.
For multivariate time series driven by underlying states, hidden Markov models (HMMs) constitute a powerful framework which can be flexibly tailored to the situation at hand. However, in practice, it can be challenging to choose an adequate family of ...
For multivariate time series driven by underlying states, hidden Markov models (HMMs) constitute a powerful framework which can be flexibly tailored to the situation at hand. However, in practice, it can be challenging to choose an adequate family of ...