Finite mixture models and hidden Markov models (HMMs) occupy central roles in modern statistical inference and data analysis. Finite mixture models assume that data originate from a latent combination ...

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 ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 58, No. 3 (Jul., 2009), pp. 405-426 (22 pages) A new hidden Markov model for the space-time evolution of daily rainfall is ...

C. Bracken, B. Rajagopalan, & E. Zagona (2014). “A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: ...

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 ...

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): ...