{"title":"隐半马尔可夫模型的构造与估计","authors":"Kurdstan Abdullah, John van der Hoek","doi":"10.31390/josa.3.2.06","DOIUrl":null,"url":null,"abstract":". In this article we construct new formulae and algorithms for Hidden semi-Markov models using Regime Switching Models. We shall include the steps and all necessary lemmas. The formulation of the semi-Markov chain generalizes the one used by Ferguson, by allowing the transition prob- abilities to be duration dependent. However Ferguson supposed that the transition matrix does not depend on the sojourn times. We assume that the transition matrix does depend on the sojourn time.","PeriodicalId":263604,"journal":{"name":"Journal of Stochastic Analysis","volume":"2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2022-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"The Construction and Estimation of Hidden Semi-Markov Models\",\"authors\":\"Kurdstan Abdullah, John van der Hoek\",\"doi\":\"10.31390/josa.3.2.06\",\"DOIUrl\":null,\"url\":null,\"abstract\":\". In this article we construct new formulae and algorithms for Hidden semi-Markov models using Regime Switching Models. We shall include the steps and all necessary lemmas. The formulation of the semi-Markov chain generalizes the one used by Ferguson, by allowing the transition prob- abilities to be duration dependent. However Ferguson supposed that the transition matrix does not depend on the sojourn times. We assume that the transition matrix does depend on the sojourn time.\",\"PeriodicalId\":263604,\"journal\":{\"name\":\"Journal of Stochastic Analysis\",\"volume\":\"2 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-07-27\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Stochastic Analysis\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.31390/josa.3.2.06\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Stochastic Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.31390/josa.3.2.06","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
The Construction and Estimation of Hidden Semi-Markov Models
. In this article we construct new formulae and algorithms for Hidden semi-Markov models using Regime Switching Models. We shall include the steps and all necessary lemmas. The formulation of the semi-Markov chain generalizes the one used by Ferguson, by allowing the transition prob- abilities to be duration dependent. However Ferguson supposed that the transition matrix does not depend on the sojourn times. We assume that the transition matrix does depend on the sojourn time.
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