Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 62, No. 1 (2000), pp. 57-75 (19 pages) Hidden Markov models form an extension of mixture models which provides a ...

“A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: Hydroclimate time series often exhibit very low ...

We consider penalized estimation in hidden Markov models (HMMs) with multivariate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practice ...

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a hidden state Markov model (HMM) that incorporates workers’ unobserved labor market attachment into ...